+211.2%
LPLA vs ABCL
-80.5%
+291.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -2.1% |
| 7D | +4.1% | -3.2% | +7.3% | +4.2% |
| 30D | -9.0% | -7.4% | -1.6% | -8.9% |
| 3M | -17.6% | +81.9% | -99.6% | -21.4% |
| 6M | -8.8% | +135.7% | -144.5% | -15.4% |
| YTD | -17.0% | +247.4% | -264.4% | -25.6% |
| 1Y | -20.4% | +162.3% | -182.7% | -27.4% |
| 3Y | +35.4% | +165.5% | -130.1% | +19.0% |
| 5Y | +79.7% | -21.3% | +101.0% | +66.1% |
| All | +211.2% | -80.5% | +291.7% | +203.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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