+141.6%
IBM vs LPLA
+824.7%
-683.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -0.9% | -0.2% |
| 7D | -1.5% | +3.6% | -5.2% | -2.4% |
| 30D | +8.4% | -6.8% | +15.2% | +9.7% |
| 3M | +4.2% | -17.0% | +21.2% | +8.5% |
| 6M | +7.9% | +1.8% | +6.1% | +6.2% |
| YTD | -15.2% | -13.4% | -1.8% | -13.4% |
| 1Y | -18.7% | -17.5% | -1.2% | -16.0% |
| 3Y | +79.2% | +36.5% | +42.7% | +57.9% |
| 5Y | +144.7% | +92.6% | +52.1% | +86.0% |
| 10Y | +141.6% | +809.2% | -667.6% | +21.7% |
| All | +141.6% | +824.7% | -683.2% | +21.7% |
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