+1,133.4%
LPLA vs ARWR
+453.3%
+680.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -15.3% | +18.7% | +4.7% |
| 7D | +2.3% | -17.3% | +19.6% | +3.8% |
| 30D | -7.7% | -21.5% | +13.9% | -5.9% |
| 3M | -15.7% | -43.8% | +28.1% | -11.7% |
| 6M | +0.8% | -32.3% | +33.1% | +3.4% |
| YTD | -14.2% | -25.8% | +11.6% | -13.0% |
| 1Y | -17.9% | +25.5% | -43.4% | -21.0% |
| 3Y | +36.1% | +84.1% | -48.1% | +21.2% |
| 5Y | +90.3% | -39.2% | +129.6% | +81.6% |
| 10Y | +841.0% | +1,072.4% | -231.4% | +595.5% |
| All | +1,133.4% | +453.3% | +680.1% | +776.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling