+35.4%
LPLA vs ALC
+2.3%
+33.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -1.4% |
| 7D | +4.1% | +4.9% | -0.7% | +3.2% |
| 30D | -9.0% | +19.0% | -28.0% | -11.9% |
| 3M | -17.6% | +7.8% | -25.4% | -18.9% |
| 6M | -8.8% | +14.6% | -23.4% | -11.4% |
| YTD | -17.0% | -4.4% | -12.6% | -16.8% |
| 1Y | -20.4% | +1.4% | -21.8% | -21.1% |
| 3Y | +35.4% | +2.5% | +32.9% | +40.4% |
| All | +35.4% | +2.3% | +33.2% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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