+144.5%
IBM vs LPLA
+1,198.0%
-1,053.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +3.6% | -1.5% | +5.1% | +4.0% |
| 30D | +1.5% | -6.0% | +7.5% | +3.1% |
| 3M | -12.9% | +21.4% | -34.3% | -17.3% |
| 6M | -3.9% | +12.1% | -16.0% | -7.3% |
| YTD | -17.3% | -1.8% | -15.5% | -17.6% |
| 1Y | -5.0% | +3.2% | -8.2% | -6.9% |
| 3Y | +78.2% | +45.9% | +32.3% | +55.8% |
| 5Y | +120.6% | +144.7% | -24.0% | +58.6% |
| 10Y | +144.5% | +1,222.4% | -1,078.0% | +18.9% |
| All | +144.5% | +1,198.0% | -1,053.5% | +18.9% |
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