+121.3%
LPLA vs ALHC
-61.8%
+183.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.0% | +4.3% | +3.4% |
| 7D | +2.3% | +3.9% | -1.6% | +2.1% |
| 30D | -7.7% | -3.6% | -4.0% | -7.6% |
| 3M | -15.7% | -49.4% | +33.7% | -12.4% |
| 6M | +0.8% | -59.5% | +60.3% | +5.4% |
| YTD | -14.2% | -63.2% | +49.0% | -10.0% |
| 1Y | -17.9% | -55.5% | +37.6% | -14.9% |
| 3Y | +36.1% | +23.0% | +13.1% | +27.6% |
| 5Y | +90.3% | -65.7% | +156.1% | +91.0% |
| All | +121.3% | -61.8% | +183.1% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 10y: compounded portfolio wealth divided by compounded ALHC 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…
10y analysis · Full analysis span regression · 6 months rolling