+1,093.1%
LPLA vs ACM
+159.9%
+933.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.8% | -1.8% |
| 7D | +4.1% | +5.4% | -1.2% | +1.5% |
| 30D | -9.0% | +15.1% | -24.1% | -15.2% |
| 3M | -17.6% | -10.5% | -7.2% | -13.9% |
| 6M | -8.8% | -19.7% | +10.9% | -0.4% |
| YTD | -17.0% | -28.8% | +11.8% | -4.4% |
| 1Y | -20.4% | -47.9% | +27.5% | +7.3% |
| 3Y | +35.4% | -12.4% | +47.8% | +36.1% |
| 5Y | +79.7% | +0.6% | +79.2% | +67.9% |
| 10Y | +915.0% | +161.3% | +753.7% | +492.4% |
| All | +1,093.1% | +159.9% | +933.2% | +547.7% |
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