+215.0%
IBM vs LPLA
+1,084.6%
-869.6%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.2% | +3.7% | +2.0% |
| 7D | -1.7% | -3.2% | +1.4% | -1.0% |
| 30D | +10.1% | -8.6% | +18.7% | +11.8% |
| 3M | +4.8% | -18.7% | +23.5% | +9.1% |
| 6M | +12.6% | +4.5% | +8.1% | +10.3% |
| YTD | -13.9% | -15.3% | +1.4% | -11.8% |
| 1Y | -18.7% | -19.9% | +1.2% | -15.7% |
| 3Y | +81.9% | +33.4% | +48.5% | +63.9% |
| 5Y | +148.3% | +87.4% | +60.9% | +99.1% |
| 10Y | +143.6% | +800.4% | -656.8% | +32.8% |
| All | +215.0% | +1,084.6% | -869.6% | +52.9% |
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