-18.3%
LPLA vs ALHC
-55.2%
+36.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -12.3% |
| 6M | +0.8% | -59.5% | +60.3% | +5.2% |
| YTD | -14.2% | -63.2% | +49.0% | -10.1% |
| All | -18.3% | -55.2% | +36.8% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling