+81.2%
LPLA vs ALK
-31.3%
+112.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -1.5% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -10.2% | +3.3% | -13.4% | -11.2% |
| 3M | -22.3% | -17.6% | -4.7% | -17.9% |
| 6M | -0.5% | +0.8% | -1.3% | -3.5% |
| YTD | -17.9% | -22.4% | +4.5% | -14.1% |
| 1Y | -22.0% | -10.1% | -12.0% | -22.9% |
| 3Y | +29.4% | +14.0% | +15.4% | +7.7% |
| 5Y | +81.2% | -29.8% | +111.1% | +91.1% |
| All | +81.2% | -31.3% | +112.5% | +91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling