+1,195.1%
LPLA vs ALM
+3,219.4%
-2,024.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 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