+55.9%
LPLA vs ABCL
+104.5%
-48.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -0.1% | +93.1% | -93.2% | -3.6% |
| 3M | +23.2% | +79.4% | -56.2% | +18.8% |
| 6M | +15.5% | +214.9% | -199.3% | +6.9% |
| YTD | +0.9% | +234.2% | -233.3% | -7.3% |
| 1Y | +0.2% | +174.8% | -174.6% | -7.3% |
| All | +55.9% | +104.5% | -48.6% | +41.0% |
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