+737.6%
LPLA vs ALM
+1,942.8%
-1,205.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.5% | +3.5% | -2.7% |
| 7D | -2.8% | -4.0% | +1.3% | -2.6% |
| 30D | -10.2% | -30.5% | +20.4% | -8.9% |
| 3M | -22.3% | -46.9% | +24.6% | -20.6% |
| 6M | -0.5% | -65.5% | +65.0% | +2.9% |
| YTD | -17.9% | -13.4% | -4.5% | -18.6% |
| 1Y | -22.0% | +9.8% | -31.8% | -23.5% |
| 3Y | +29.4% | +783.1% | -753.7% | +14.7% |
| 5Y | +81.2% | +378.3% | -297.1% | +62.0% |
| All | +737.6% | +1,942.8% | -1,205.2% | +659.0% |
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