+2,530.5%
IBKR vs LPLA
+1,263.8%
+1,266.6%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | -3.8% | -3.7% | -0.1% | -2.1% |
| 30D | -0.3% | -6.4% | +6.1% | +2.9% |
| 3M | +4.8% | +20.2% | -15.4% | -4.3% |
| 6M | +30.8% | +12.8% | +17.9% | +22.2% |
| YTD | +39.5% | -2.5% | +42.0% | +39.4% |
| 1Y | +43.7% | +1.9% | +41.7% | +40.1% |
| 3Y | +284.7% | +45.0% | +239.7% | +218.5% |
| 5Y | +484.9% | +146.6% | +338.3% | +278.6% |
| 10Y | +980.8% | +1,213.6% | -232.8% | +255.3% |
| All | +2,530.5% | +1,263.8% | +1,266.6% | +751.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling