+737.6%
LPLA vs ALK
-45.1%
+782.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -1.1% |
| 7D | -2.8% | +0.9% | -3.7% | -3.2% |
| 30D | -10.2% | +3.3% | -13.4% | -11.6% |
| 3M | -22.3% | -17.6% | -4.7% | -16.5% |
| 6M | -0.5% | +0.8% | -1.3% | -4.3% |
| YTD | -17.9% | -22.4% | +4.5% | -13.7% |
| 1Y | -22.0% | -10.1% | -12.0% | -23.4% |
| 3Y | +29.4% | +14.0% | +15.4% | +4.0% |
| 5Y | +81.2% | -29.8% | +111.1% | +79.0% |
| All | +737.6% | -45.1% | +782.7% | +665.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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