+1,195.1%
LPLA vs ARMK
+136.6%
+1,058.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.4% | -3.9% | -3.2% |
| 7D | -2.1% | +1.7% | -3.8% | -2.8% |
| 30D | -3.3% | +3.1% | -6.5% | -5.1% |
| 3M | +23.5% | +9.2% | +14.3% | +17.9% |
| 6M | +12.0% | +43.7% | -31.7% | -6.5% |
| YTD | -1.7% | +57.4% | -59.0% | -21.9% |
| 1Y | +3.2% | +51.9% | -48.6% | -16.9% |
| 3Y | +46.2% | +125.4% | -79.2% | -5.7% |
| 5Y | +144.9% | +149.1% | -4.2% | +46.1% |
| 10Y | +1,195.1% | +135.4% | +1,059.6% | +634.1% |
| All | +1,195.1% | +136.6% | +1,058.4% | +634.1% |
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