+333.7%
LPLA vs ALC
+31.8%
+301.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.1% | +0.3% | -0.9% |
| 7D | +4.1% | +4.9% | -0.7% | +2.1% |
| 30D | -9.0% | +19.0% | -28.0% | -15.6% |
| 3M | -17.6% | +7.8% | -25.4% | -20.5% |
| 6M | -8.8% | +14.6% | -23.4% | -14.7% |
| YTD | -17.0% | -4.4% | -12.6% | -16.6% |
| 1Y | -20.4% | +1.4% | -21.8% | -22.3% |
| 3Y | +35.4% | +2.5% | +32.9% | +25.1% |
| 5Y | +79.7% | -10.9% | +90.6% | +77.5% |
| All | +333.7% | +31.8% | +301.9% | +185.7% |
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