-12.6%
LPLA vs ADVB
-95.9%
+83.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +42.7% | -45.7% | -3.2% |
| 7D | -2.8% | +74.2% | -77.0% | -3.2% |
| 30D | -10.2% | -35.9% | +25.7% | -9.6% |
| 3M | -22.3% | -56.4% | +34.2% | -21.5% |
| 6M | -0.5% | -36.7% | +36.2% | -2.4% |
| YTD | -17.9% | -43.3% | +25.5% | -19.5% |
| 1Y | -22.0% | -63.4% | +41.3% | -23.2% |
| All | -12.6% | -95.9% | +83.2% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 5y: compounded portfolio wealth divided by compounded ADVB 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…
5y analysis · Full analysis span regression · 6 months rolling