+147.3%
IBM vs LPLA
+758.1%
-610.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +1.6% | -0.9% | +2.5% | +1.8% |
| 30D | +9.2% | -9.5% | +18.7% | +11.4% |
| 3M | +4.9% | -21.9% | +26.8% | +10.9% |
| 6M | +16.8% | -2.6% | +19.4% | +16.2% |
| YTD | -14.3% | -17.8% | +3.5% | -11.3% |
| 1Y | -16.7% | -21.2% | +4.5% | -12.9% |
| 3Y | +82.2% | +30.6% | +51.6% | +62.1% |
| 5Y | +149.9% | +81.3% | +68.6% | +92.6% |
| All | +147.3% | +758.1% | -610.8% | +24.1% |
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