+35.4%
LPLA vs ALM
+825.4%
-789.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.1% | -3.9% | -1.9% |
| 7D | +4.1% | -6.7% | +10.8% | +4.5% |
| 30D | -9.0% | -32.9% | +23.9% | -7.5% |
| 3M | -17.6% | -39.5% | +21.9% | -16.2% |
| 6M | -8.8% | -62.0% | +53.2% | -5.8% |
| YTD | -17.0% | -7.8% | -9.2% | -18.2% |
| 1Y | -20.4% | +26.7% | -47.1% | -22.7% |
| 3Y | +35.4% | +825.4% | -789.9% | +22.0% |
| All | +35.4% | +825.4% | -789.9% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling