+37.7%
LPLA vs ABCL
+210.0%
-172.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +3.6% | +2.3% | +1.3% | +3.6% |
| 30D | -6.8% | -0.7% | -6.1% | -6.9% |
| 3M | -17.0% | +33.4% | -50.4% | -18.4% |
| 6M | +1.8% | +137.8% | -136.0% | -3.6% |
| YTD | -13.4% | +264.3% | -277.7% | -20.6% |
| 1Y | -17.5% | +209.2% | -226.7% | -23.9% |
| All | +37.7% | +210.0% | -172.3% | +28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling