+738.1%
LPLA vs ARWR
+1,024.2%
-286.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.3% | -0.1% |
| 7D | -0.9% | -17.8% | +16.9% | +0.9% |
| 30D | -9.5% | -18.1% | +8.6% | -7.8% |
| 3M | -21.9% | -44.2% | +22.3% | -17.3% |
| 6M | -2.6% | -38.6% | +36.0% | +1.5% |
| YTD | -17.8% | -28.0% | +10.2% | -16.2% |
| 1Y | -21.2% | +16.1% | -37.3% | -24.2% |
| 3Y | +30.6% | +84.0% | -53.4% | +12.9% |
| 5Y | +81.3% | -35.4% | +116.7% | +70.1% |
| All | +738.1% | +1,024.2% | -286.1% | +543.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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