+137.1%
IBB vs LPLA
+892.4%
-755.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.4% | -0.6% | +2.1% |
| 7D | +2.7% | +2.3% | +0.4% | +2.2% |
| 30D | +6.3% | -7.7% | +14.0% | +7.7% |
| 3M | +11.1% | -15.7% | +26.8% | +14.4% |
| 6M | +29.2% | +0.8% | +28.4% | +27.5% |
| YTD | +30.2% | -14.2% | +44.4% | +32.3% |
| 1Y | +39.5% | -17.9% | +57.4% | +43.1% |
| 3Y | +92.3% | +36.1% | +56.3% | +70.3% |
| 5Y | +43.0% | +90.3% | -47.4% | +12.3% |
| 10Y | +137.1% | +841.0% | -703.9% | +27.4% |
| All | +137.1% | +892.4% | -755.3% | +27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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