+1,081.2%
LPLA vs ALK
+227.2%
+854.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.8% | +1.8% | -1.2% |
| 7D | -2.8% | +0.9% | -3.7% | -3.1% |
| 30D | -10.2% | +3.3% | -13.4% | -11.5% |
| 3M | -22.3% | -17.6% | -4.7% | -16.8% |
| 6M | -0.5% | +0.8% | -1.3% | -4.0% |
| YTD | -17.9% | -22.4% | +4.5% | -13.8% |
| 1Y | -22.0% | -10.1% | -12.0% | -23.2% |
| 3Y | +29.4% | +14.0% | +15.4% | +6.7% |
| 5Y | +81.2% | -29.8% | +111.1% | +80.0% |
| 10Y | +773.4% | -44.8% | +818.1% | +719.8% |
| All | +1,081.2% | +227.2% | +854.0% | +497.8% |
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 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