+54.4%
LPLA vs ALC
-13.4%
+67.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.1% |
| 7D | -3.1% | -2.1% | -1.0% | -2.7% |
| 30D | -0.1% | -0.1% | 0.0% | -0.1% |
| 3M | +23.2% | +5.9% | +17.3% | +21.6% |
| 6M | +15.5% | -15.9% | +31.5% | +18.8% |
| YTD | +0.9% | -10.1% | +11.0% | +2.4% |
| 1Y | +0.2% | -10.2% | +10.4% | +1.6% |
| All | +54.4% | -13.4% | +67.8% | +71.5% |
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