+153.7%
LPLA vs ALHC
-29.3%
+183.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.5% |
| 7D | -2.1% | -1.0% | -1.1% | -2.0% |
| 30D | -3.3% | -6.3% | +3.0% | -3.0% |
| 3M | +23.5% | -12.3% | +35.9% | +23.6% |
| 6M | +12.0% | -27.0% | +39.0% | +13.2% |
| YTD | -1.7% | -31.8% | +30.2% | -0.3% |
| 1Y | +3.2% | -17.0% | +20.2% | +3.3% |
| 3Y | +46.2% | +159.8% | -113.6% | +30.2% |
| 5Y | +144.9% | -25.1% | +170.0% | +133.7% |
| All | +153.7% | -29.3% | +183.1% | +138.2% |
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