+841.0%
LPLA vs ARMK
+131.1%
+709.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.2% | -0.8% | +1.5% |
| 7D | +2.3% | +0.9% | +1.4% | +1.6% |
| 30D | -7.7% | -0.4% | -7.3% | -7.9% |
| 3M | -15.7% | -2.0% | -13.7% | -15.6% |
| 6M | +0.8% | +22.0% | -21.1% | -9.4% |
| YTD | -14.2% | +49.6% | -63.8% | -30.6% |
| 1Y | -17.9% | +46.4% | -64.3% | -33.0% |
| 3Y | +36.1% | +103.2% | -67.1% | -8.1% |
| 5Y | +90.3% | +108.1% | -17.8% | +23.5% |
| 10Y | +841.0% | +129.4% | +711.5% | +430.4% |
| All | +841.0% | +131.1% | +709.9% | +430.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 10y: compounded portfolio wealth divided by compounded ARMK 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…
10y analysis · Full analysis span regression · 6 months rolling