+160.3%
LPLA vs ALHC
-28.9%
+189.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.1% | -0.6% | -2.5% | -3.0% |
| 30D | -0.1% | -1.0% | +0.9% | -0.1% |
| 3M | +23.2% | -10.2% | +33.4% | +23.1% |
| 6M | +15.5% | -28.3% | +43.8% | +16.9% |
| YTD | +0.9% | -31.4% | +32.3% | +2.3% |
| 1Y | +0.2% | -16.9% | +17.1% | +0.2% |
| 3Y | +55.2% | +135.5% | -80.3% | +39.6% |
| 5Y | +145.4% | -33.6% | +179.1% | +137.0% |
| All | +160.3% | -28.9% | +189.2% | +144.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling