+348.4%
LPLA vs ALC
+32.2%
+316.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.3% | +2.1% | +0.2% | +1.4% |
| 30D | -7.7% | +17.2% | -24.9% | -13.8% |
| 3M | -15.7% | +4.6% | -20.3% | -17.5% |
| 6M | +0.8% | +20.1% | -19.3% | -7.6% |
| YTD | -14.2% | -4.2% | -10.0% | -13.8% |
| 1Y | -17.9% | +2.1% | -20.0% | -20.0% |
| 3Y | +36.1% | +4.5% | +31.6% | +24.4% |
| 5Y | +90.3% | -12.3% | +102.7% | +90.4% |
| All | +348.4% | +32.2% | +316.2% | +195.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling