+54.4%
LPLA vs ALM
+2,118.4%
-2,064.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -3.1% | -2.6% | -0.5% | -3.0% |
| 30D | -0.1% | +32.0% | -32.1% | -1.1% |
| 3M | +23.2% | -15.0% | +38.3% | +23.6% |
| 6M | +15.5% | -10.1% | +25.7% | +15.1% |
| YTD | +0.9% | +99.4% | -98.5% | -2.7% |
| 1Y | +0.2% | +316.4% | -316.2% | -6.1% |
| All | +54.4% | +2,118.4% | -2,064.0% | +40.8% |
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