+54.4%
LPLA vs ALLY
+74.0%
-19.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.4% |
| 7D | -3.1% | +3.7% | -6.7% | -4.2% |
| 30D | -0.1% | -2.3% | +2.2% | +0.7% |
| 3M | +23.2% | +3.8% | +19.4% | +21.3% |
| 6M | +15.5% | +9.7% | +5.8% | +11.2% |
| YTD | +0.9% | -1.4% | +2.3% | +0.7% |
| 1Y | +0.2% | +8.2% | -8.1% | -3.3% |
| All | +54.4% | +74.0% | -19.6% | +45.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling