+841.0%
LPLA vs ALK
-37.5%
+878.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +7.1% | -3.7% | +0.5% |
| 7D | +2.3% | +8.9% | -6.6% | -1.3% |
| 30D | -7.7% | +5.9% | -13.6% | -10.1% |
| 3M | -15.7% | -16.5% | +0.8% | -10.1% |
| 6M | +0.8% | +2.1% | -1.3% | -3.4% |
| YTD | -14.2% | -17.1% | +2.9% | -12.2% |
| 1Y | -17.9% | -2.9% | -15.0% | -21.9% |
| 3Y | +36.1% | +24.5% | +11.6% | +5.2% |
| 5Y | +90.3% | -29.1% | +119.4% | +88.0% |
| 10Y | +841.0% | -39.1% | +880.1% | +662.8% |
| All | +841.0% | -37.5% | +878.4% | +662.8% |
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