+990.2%
IBKR vs LPLA
+1,251.7%
-261.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.9% | +0.3% | +1.2% |
| 7D | -1.3% | -1.5% | +0.2% | -0.5% |
| 30D | -0.2% | -6.0% | +5.8% | +3.2% |
| 3M | +3.0% | +24.0% | -21.1% | -8.7% |
| 6M | +33.9% | +17.0% | +16.9% | +21.5% |
| YTD | +42.5% | -0.7% | +43.2% | +40.8% |
| 1Y | +44.9% | +2.1% | +42.7% | +40.4% |
| 3Y | +293.0% | +48.7% | +244.3% | +210.8% |
| 5Y | +497.7% | +151.2% | +346.4% | +253.7% |
| All | +990.2% | +1,251.7% | -261.5% | +216.0% |
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