+111.7%
LPLA vs ALHC
-60.6%
+172.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.5% | -0.6% | -2.9% |
| 7D | -2.9% | -0.8% | -2.1% | -2.8% |
| 30D | -10.2% | -9.6% | -0.6% | -9.8% |
| 3M | -22.3% | -44.5% | +22.2% | -19.8% |
| 6M | -0.6% | -59.2% | +58.6% | +3.9% |
| YTD | -17.9% | -62.0% | +44.1% | -14.0% |
| 1Y | -22.1% | -54.8% | +32.7% | -19.4% |
| 3Y | +29.3% | +25.0% | +4.3% | +21.1% |
| 5Y | +81.0% | -65.3% | +146.4% | +81.6% |
| All | +111.7% | -60.6% | +172.4% | +105.3% |
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