+79.2%
LPLA vs ALHC
-66.2%
+145.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +1.9% | +0.2% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | -9.5% | -10.6% | +1.1% | -9.0% |
| 3M | -21.9% | -45.3% | +23.5% | -19.2% |
| 6M | -2.6% | -59.7% | +57.1% | +1.8% |
| YTD | -17.8% | -62.7% | +44.9% | -13.9% |
| 1Y | -21.2% | -56.1% | +34.9% | -18.3% |
| 3Y | +30.6% | +21.3% | +9.4% | +22.5% |
| All | +79.2% | -66.2% | +145.4% | +92.2% |
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 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