+841.0%
LPLA vs ALLY
+201.0%
+639.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +2.9% |
| 7D | +2.3% | -0.2% | +2.5% | +2.5% |
| 30D | -7.7% | +3.4% | -11.1% | -9.3% |
| 3M | -15.7% | -11.1% | -4.6% | -10.7% |
| 6M | +0.8% | -11.5% | +12.3% | +6.4% |
| YTD | -14.2% | -12.3% | -1.9% | -9.3% |
| 1Y | -17.9% | +1.1% | -19.0% | -19.3% |
| 3Y | +36.1% | +64.8% | -28.7% | -2.1% |
| 5Y | +90.3% | -6.9% | +97.2% | +77.6% |
| 10Y | +841.0% | +194.9% | +646.0% | +288.4% |
| All | +841.0% | +201.0% | +639.9% | +288.4% |
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