-13.3%
IBM vs LPLA
-16.5%
+3.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.6% | -2.9% | +0.7% |
| 7D | +0.4% | +15.7% | -15.3% | -2.8% |
| 30D | +14.8% | -6.2% | +21.0% | +16.2% |
| 3M | +8.9% | -12.0% | +20.9% | +12.2% |
| 6M | +12.4% | -2.7% | +15.2% | +12.2% |
| YTD | -12.4% | -12.5% | +0.2% | -10.5% |
| 1Y | -13.3% | -16.5% | +3.3% | -10.0% |
| All | -13.3% | -16.5% | +3.2% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling