+81.0%
LPLA vs ALHC
-64.2%
+145.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.9% | +1.1% | -1.6% |
| 7D | +4.1% | +1.0% | +3.2% | +4.1% |
| 30D | -9.0% | -14.2% | +5.1% | -8.3% |
| 3M | -17.6% | -45.1% | +27.5% | -15.0% |
| 6M | -8.8% | -59.5% | +50.7% | -4.8% |
| YTD | -17.0% | -62.8% | +45.8% | -13.1% |
| 1Y | -20.4% | -55.5% | +35.1% | -17.6% |
| 3Y | +35.4% | +25.7% | +9.7% | +26.7% |
| All | +81.0% | -64.2% | +145.2% | +79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling