+296.4%
ARM vs LPLA
+49.0%
+247.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.2% | +4.0% |
| 7D | +5.5% | -3.1% | +8.5% | +6.8% |
| 30D | -8.2% | -0.1% | -8.1% | -8.4% |
| 3M | -35.9% | +23.2% | -59.2% | -42.3% |
| 6M | +103.1% | +15.5% | +87.6% | +86.9% |
| YTD | +130.6% | +0.9% | +129.7% | +124.1% |
| 1Y | +86.1% | +0.2% | +85.9% | +80.2% |
| All | +296.4% | +49.0% | +247.4% | +230.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling