-2.5%
IBM vs LPLA
+0.7%
-3.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | -3.1% | +2.8% | +0.4% |
| 30D | +0.3% | -0.1% | +0.4% | +0.2% |
| 3M | -21.6% | +23.2% | -44.8% | -25.6% |
| 6M | -4.7% | +15.5% | -20.2% | -8.7% |
| YTD | -19.1% | +0.9% | -20.0% | -20.0% |
| 1Y | -2.5% | +0.2% | -2.7% | -3.0% |
| All | -2.5% | +0.7% | -3.2% | -3.0% |
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