+1,350.8%
LPLA vs ALK
+252.2%
+1,098.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.9% |
| 7D | -3.1% | -0.7% | -2.4% | -2.8% |
| 30D | -0.1% | -19.2% | +19.1% | +8.0% |
| 3M | +23.2% | -1.5% | +24.7% | +21.5% |
| 6M | +15.5% | -13.1% | +28.6% | +17.0% |
| YTD | +0.9% | -16.4% | +17.3% | +3.3% |
| 1Y | +0.2% | -33.1% | +33.2% | +11.3% |
| 3Y | +55.2% | +0.6% | +54.6% | +35.9% |
| 5Y | +145.4% | -26.4% | +171.8% | +139.5% |
| 10Y | +1,229.7% | -34.2% | +1,263.8% | +1,077.7% |
| All | +1,350.8% | +252.2% | +1,098.5% | +616.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling