+162.2%
ARM vs LPLA
+24.8%
+137.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.1% | -3.4% | -9.7% | -11.9% |
| 7D | -27.1% | +7.6% | -34.8% | -29.1% |
| 30D | -44.9% | -9.5% | -35.4% | -43.3% |
| 3M | -39.3% | -16.3% | -22.9% | -35.7% |
| 6M | -20.2% | -8.0% | -12.2% | -19.6% |
| YTD | +52.5% | -15.5% | +68.0% | +57.2% |
| 1Y | +4.1% | -19.4% | +23.4% | +10.0% |
| 3Y | +211.7% | +39.7% | +172.0% | +154.5% |
| All | +162.2% | +24.8% | +137.4% | +132.0% |
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