+228.9%
ARM vs LPLA
+36.1%
+192.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.8% | +6.5% | +5.4% |
| 7D | -15.2% | +4.1% | -19.4% | -16.5% |
| 30D | -40.7% | -9.0% | -31.7% | -39.2% |
| 3M | -39.1% | -17.6% | -21.5% | -35.3% |
| 6M | -26.4% | -8.8% | -17.6% | -25.8% |
| YTD | +59.7% | -17.0% | +76.8% | +65.6% |
| 1Y | +10.3% | -20.4% | +30.8% | +16.9% |
| 3Y | +228.9% | +35.4% | +193.4% | +195.9% |
| All | +228.9% | +36.1% | +192.8% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling