+1,350.8%
LPLA vs ACM
+157.9%
+1,192.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -3.1% | -3.7% | +0.7% | -1.2% |
| 30D | -0.1% | -11.1% | +11.0% | +4.9% |
| 3M | +23.2% | -8.0% | +31.2% | +26.5% |
| 6M | +15.5% | -29.7% | +45.2% | +35.1% |
| YTD | +0.9% | -29.4% | +30.3% | +16.8% |
| 1Y | +0.2% | -46.4% | +46.6% | +32.9% |
| 3Y | +55.2% | -22.3% | +77.6% | +66.4% |
| 5Y | +145.4% | +4.5% | +141.0% | +124.5% |
| 10Y | +1,229.7% | +127.6% | +1,102.0% | +716.1% |
| All | +1,350.8% | +157.9% | +1,192.8% | +691.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling