+713.0%
LPLA vs ARMK
+317.2%
+395.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.5% | -6.2% | -3.8% |
| 7D | +4.1% | -2.6% | +6.8% | +5.2% |
| 30D | -9.0% | -5.2% | -3.8% | -7.2% |
| 3M | -17.6% | -6.5% | -11.1% | -15.8% |
| 6M | -8.8% | +15.3% | -24.1% | -15.8% |
| YTD | -17.0% | +43.6% | -60.6% | -31.4% |
| 1Y | -20.4% | +42.1% | -62.5% | -34.0% |
| 3Y | +35.4% | +94.0% | -58.6% | -6.0% |
| 5Y | +79.7% | +96.3% | -16.5% | +20.8% |
| 10Y | +915.0% | +126.7% | +788.3% | +466.2% |
| All | +713.0% | +317.2% | +395.8% | +298.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling