+213.7%
ICE vs LPLA
+1,251.7%
-1,038.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -2.4% | -1.5% | -0.8% | -2.0% |
| 30D | +4.0% | -6.0% | +10.0% | +5.5% |
| 3M | +13.7% | +24.0% | -10.4% | +7.9% |
| 6M | +0.9% | +17.0% | -16.1% | -3.3% |
| YTD | -2.1% | -0.7% | -1.5% | -2.8% |
| 1Y | -9.5% | +2.1% | -11.6% | -11.1% |
| 3Y | +42.1% | +48.7% | -6.6% | +23.4% |
| 5Y | +41.4% | +151.2% | -109.9% | +1.7% |
| All | +213.7% | +1,251.7% | -1,038.0% | +39.6% |
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