+127.0%
IBB vs LPLA
+1,198.0%
-1,071.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -3.9% | -1.5% | -2.3% | -3.6% |
| 30D | +2.7% | -6.0% | +8.7% | +4.0% |
| 3M | +21.4% | +21.4% | 0.0% | +15.8% |
| 6M | +20.1% | +12.1% | +8.0% | +16.3% |
| YTD | +21.9% | -1.8% | +23.7% | +21.0% |
| 1Y | +44.1% | +3.2% | +40.9% | +41.0% |
| 3Y | +63.4% | +45.9% | +17.4% | +43.2% |
| 5Y | +19.8% | +144.7% | -124.9% | -11.5% |
| 10Y | +127.0% | +1,222.4% | -1,095.4% | -1.1% |
| All | +127.0% | +1,198.0% | -1,071.0% | -1.1% |
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