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  • LPLA vs ALM✓SelectedUSD · ALMLPLA vs ALM performance historyLatest closeAs of-2.54%09/08
Stock and ETF performance explorer

LPLA vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,195.1%
ALM return
+3,219.4%
Excess return
-2,024.4%
Maximum drawdown
-60.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D-2.5%+8.8%-11.4%-2.9%
7D-2.1%+8.4%-10.5%-2.4%
30D-3.3%+34.8%-38.2%-4.6%
3M+23.5%+16.2%+7.3%+22.3%
6M+12.0%+2.1%+9.9%+10.8%
YTD-1.7%+117.0%-118.7%-5.8%
1Y+3.2%+313.9%-310.6%-4.1%
3Y+46.2%+2,327.9%-2,281.7%+23.6%
5Y+144.9%+1,040.6%-895.7%+110.9%
10Y+1,195.1%+3,219.4%-2,024.4%+998.6%
All+1,195.1%+3,219.4%-2,024.4%+998.6%

Cumulative growth

Daily Returns

Daily percentage return beside ALM.

Daily Out/Under-Performance

Portfolio return minus ALM return. Positive bars indicate outperformance.

Daily Alpha

Portfolio daily return minus β × ALM 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 ALM 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