+199.6%
ARM vs LPLA
+21.4%
+178.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | +9.1% | -0.9% | +10.0% | +9.4% |
| 30D | -19.9% | -9.5% | -10.5% | -17.8% |
| 3M | -31.6% | -21.9% | -9.8% | -25.7% |
| 6M | -13.9% | -2.6% | -11.3% | -16.1% |
| YTD | +74.3% | -17.8% | +92.1% | +81.2% |
| 1Y | +35.8% | -21.2% | +57.0% | +44.3% |
| 3Y | +268.6% | +30.6% | +238.0% | +211.6% |
| All | +199.6% | +21.4% | +178.2% | +167.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling