+196.1%
IBM vs LPLA
+1,311.2%
-1,115.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 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% | -25.4% |
| 6M | -4.7% | +15.5% | -20.2% | -8.4% |
| YTD | -19.1% | +0.9% | -20.0% | -19.8% |
| 1Y | -2.5% | +0.2% | -2.7% | -3.6% |
| 3Y | +74.2% | +55.2% | +18.9% | +52.5% |
| 5Y | +113.1% | +145.4% | -32.3% | +61.1% |
| 10Y | +133.5% | +1,229.7% | -1,096.1% | +18.3% |
| All | +196.1% | +1,311.2% | -1,115.2% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling