+278.4%
LPLA vs ABCL
-81.3%
+359.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.1% | +0.7% | -3.8% | -3.1% |
| 30D | -0.1% | +93.1% | -93.2% | -4.7% |
| 3M | +23.2% | +79.4% | -56.2% | +17.5% |
| 6M | +15.5% | +214.9% | -199.3% | +5.2% |
| YTD | +0.9% | +234.2% | -233.3% | -8.9% |
| 1Y | +0.2% | +174.8% | -174.6% | -8.8% |
| 3Y | +55.2% | +104.5% | -49.2% | +39.6% |
| 5Y | +145.4% | -39.0% | +184.4% | +129.4% |
| All | +278.4% | -81.3% | +359.7% | +271.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling