+224.9%
LPLA vs ABCL
-79.6%
+304.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | +3.6% | +2.3% | +1.3% | +3.5% |
| 30D | -6.8% | -0.7% | -6.1% | -7.0% |
| 3M | -17.0% | +33.4% | -50.4% | -19.0% |
| 6M | +1.8% | +137.8% | -136.0% | -5.4% |
| YTD | -13.4% | +264.3% | -277.7% | -22.5% |
| 1Y | -17.5% | +209.2% | -226.7% | -25.4% |
| 3Y | +36.5% | +208.4% | -172.0% | +18.6% |
| 5Y | +92.6% | -11.9% | +104.5% | +77.2% |
| All | +224.9% | -79.6% | +304.5% | +216.0% |
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 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