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  • LPLA vs ALM✓SelectedUSD · ALMLPLA vs ALM performance historyLatest closeAs of-0.31%09/04
Stock and ETF performance explorer

LPLA vs ALM

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,076.3%
ALM return
+7,705.7%
Excess return
-6,629.5%
Maximum drawdown
-69.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioALMExcessAlpha
1D-0.3%-1.5%+1.2%-0.3%
7D-3.1%-2.6%-0.5%-3.1%
30D-0.1%+32.0%-32.1%-0.2%
3M+23.2%-15.0%+38.3%+23.2%
6M+15.5%-10.1%+25.7%+15.5%
YTD+0.9%+99.4%-98.5%+0.6%
1Y+0.2%+316.4%-316.2%-0.4%
3Y+55.2%+2,022.0%-1,966.8%+53.5%
5Y+145.4%+941.2%-795.8%+143.0%
10Y+1,229.7%+2,950.3%-1,720.7%+1,212.7%
All+1,076.3%+7,705.7%-6,629.5%+1,058.9%

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