+841.0%
LPLA vs ACM
+147.1%
+693.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +5.2% | -1.8% | +0.3% |
| 7D | +2.3% | +6.9% | -4.6% | -1.6% |
| 30D | -7.7% | +19.1% | -26.7% | -16.7% |
| 3M | -15.7% | -6.9% | -8.8% | -13.3% |
| 6M | +0.8% | -12.0% | +12.9% | +5.8% |
| YTD | -14.2% | -25.1% | +10.9% | -1.7% |
| 1Y | -17.9% | -45.4% | +27.5% | +14.1% |
| 3Y | +36.1% | -6.9% | +43.0% | +29.6% |
| 5Y | +90.3% | +3.7% | +86.6% | +67.2% |
| 10Y | +841.0% | +135.8% | +705.2% | +382.6% |
| All | +841.0% | +147.1% | +693.9% | +382.6% |
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