+555.5%
LPLA vs ALLY
+98.1%
+457.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -0.9% |
| 7D | +4.1% | +0.9% | +3.2% | +3.8% |
| 30D | -9.0% | +3.1% | -12.1% | -10.4% |
| 3M | -17.6% | -12.6% | -5.1% | -11.9% |
| 6M | -8.8% | -12.4% | +3.6% | -3.2% |
| YTD | -17.0% | -13.2% | -3.9% | -11.8% |
| 1Y | -20.4% | +1.8% | -22.2% | -22.1% |
| 3Y | +35.4% | +58.0% | -22.5% | -0.5% |
| 5Y | +79.7% | -8.4% | +88.2% | +68.0% |
| 10Y | +915.0% | +195.3% | +719.7% | +337.0% |
| All | +555.5% | +98.1% | +457.4% | +215.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling