+185.4%
ARM vs LPLA
+27.9%
+157.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -2.9% |
| 7D | -10.4% | +3.6% | -14.0% | -11.5% |
| 30D | -31.8% | -6.8% | -25.1% | -30.5% |
| 3M | -32.2% | -17.0% | -15.2% | -27.9% |
| 6M | -14.9% | +1.8% | -16.7% | -18.2% |
| YTD | +66.0% | -13.4% | +79.4% | +69.6% |
| 1Y | +17.2% | -17.5% | +34.7% | +22.9% |
| 3Y | +247.2% | +36.5% | +210.8% | +189.9% |
| All | +185.4% | +27.9% | +157.5% | +150.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling