+82.1%
IBM vs LPLA
+37.6%
+44.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | -2.5% | +2.3% | -4.8% | -3.0% |
| 30D | +8.4% | -7.7% | +16.0% | +9.7% |
| 3M | +4.5% | -15.7% | +20.2% | +7.6% |
| 6M | +7.9% | +0.8% | +7.0% | +6.8% |
| YTD | -15.2% | -14.2% | -1.0% | -13.6% |
| 1Y | -17.6% | -17.9% | +0.3% | -15.4% |
| 3Y | +82.1% | +36.1% | +46.0% | +72.1% |
| All | +82.1% | +37.6% | +44.4% | +72.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling