+887.4%
LPLA vs ALM
+3,525.2%
-2,637.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.5% | -2.2% |
| 7D | -3.2% | -7.2% | +4.0% | -3.1% |
| 30D | -8.6% | -26.4% | +17.7% | -8.5% |
| 3M | -18.7% | -38.6% | +19.9% | -18.6% |
| 6M | +4.5% | -61.0% | +65.5% | +4.8% |
| YTD | -15.3% | -7.4% | -7.9% | -15.4% |
| 1Y | -19.9% | +14.0% | -33.8% | -20.0% |
| 3Y | +33.4% | +844.4% | -811.0% | +32.3% |
| 5Y | +87.4% | +410.8% | -323.4% | +85.9% |
| 10Y | +800.4% | +2,084.7% | -1,284.3% | +790.8% |
| All | +887.4% | +3,525.2% | -2,637.8% | +875.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling