+3.2%
LPLA vs ALM
+312.4%
-309.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.1% | +4.0% | 0.0% |
| 7D | -1.5% | +3.6% | -5.2% | -1.7% |
| 30D | -6.0% | +33.8% | -39.8% | -7.1% |
| 3M | +21.4% | +14.8% | +6.6% | +20.4% |
| 6M | +12.1% | -7.0% | +19.0% | +11.5% |
| YTD | -1.8% | +108.1% | -109.9% | -7.9% |
| 1Y | +3.2% | +313.8% | -310.6% | -12.7% |
| All | +3.2% | +312.4% | -309.2% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling