+30.6%
LPLA vs ACM
-9.1%
+39.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.9% | +5.6% | -6.6% | -2.6% |
| 30D | -9.5% | +20.8% | -30.3% | -14.7% |
| 3M | -21.9% | +11.4% | -33.3% | -24.6% |
| 6M | -2.6% | +0.9% | -3.6% | -3.9% |
| YTD | -17.8% | -24.8% | +7.0% | -10.0% |
| 1Y | -21.2% | -46.4% | +25.3% | -0.8% |
| 3Y | +30.6% | -9.2% | +39.9% | +41.8% |
| All | +30.6% | -9.1% | +39.7% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling