+888.5%
LPLA vs ARMK
+350.8%
+537.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | -3.1% | -2.4% | -0.7% | -2.0% |
| 30D | -0.1% | 0.0% | -0.1% | -0.5% |
| 3M | +23.2% | +6.7% | +16.6% | +19.0% |
| 6M | +15.5% | +38.8% | -23.3% | -1.8% |
| YTD | +0.9% | +55.2% | -54.3% | -19.1% |
| 1Y | +0.2% | +46.6% | -46.4% | -17.9% |
| 3Y | +55.2% | +112.9% | -57.7% | +3.5% |
| 5Y | +145.4% | +144.0% | +1.5% | +49.0% |
| 10Y | +1,229.7% | +132.4% | +1,097.2% | +634.8% |
| All | +888.5% | +350.8% | +537.7% | +370.6% |
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