+800.4%
LPLA vs ALLY
+182.4%
+618.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -3.0% |
| 7D | -3.2% | -2.8% | -0.4% | -1.8% |
| 30D | -8.6% | +1.9% | -10.5% | -9.6% |
| 3M | -18.7% | -12.1% | -6.6% | -13.4% |
| 6M | +4.5% | -9.0% | +13.5% | +8.7% |
| YTD | -15.3% | -12.9% | -2.4% | -10.2% |
| 1Y | -19.9% | -0.1% | -19.8% | -20.8% |
| 3Y | +33.4% | +64.6% | -31.2% | -4.0% |
| 5Y | +87.4% | -10.1% | +97.5% | +78.5% |
| 10Y | +800.4% | +176.7% | +623.7% | +301.9% |
| All | +800.4% | +182.4% | +618.1% | +301.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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