+1,195.1%
LPLA vs ACM
+128.0%
+1,067.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.1% |
| 7D | -2.1% | -0.3% | -1.8% | -1.9% |
| 30D | -3.3% | -12.9% | +9.6% | +3.6% |
| 3M | +23.5% | -6.4% | +29.9% | +26.0% |
| 6M | +12.0% | -29.2% | +41.2% | +34.2% |
| YTD | -1.7% | -29.9% | +28.3% | +17.3% |
| 1Y | +3.2% | -47.3% | +50.5% | +45.7% |
| 3Y | +46.2% | -19.6% | +65.8% | +52.9% |
| 5Y | +144.9% | +5.5% | +139.4% | +111.8% |
| 10Y | +1,195.1% | +129.7% | +1,065.4% | +549.4% |
| All | +1,195.1% | +128.0% | +1,067.1% | +549.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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