+697.1%
LPLA vs ALLY
+124.8%
+572.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | -3.1% | +3.7% | -6.7% | -4.8% |
| 30D | -0.1% | -2.3% | +2.2% | +1.0% |
| 3M | +23.2% | +3.8% | +19.4% | +20.3% |
| 6M | +15.5% | +9.7% | +5.8% | +9.1% |
| YTD | +0.9% | -1.4% | +2.3% | +0.6% |
| 1Y | +0.2% | +8.2% | -8.1% | -5.3% |
| 3Y | +55.2% | +66.5% | -11.3% | +10.8% |
| 5Y | +145.4% | +1.2% | +144.2% | +117.6% |
| 10Y | +1,229.7% | +191.4% | +1,038.2% | +476.8% |
| All | +697.1% | +124.8% | +572.2% | +259.7% |
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