+41.3%
ICE vs LPLA
+44.8%
-3.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.9% | -1.5% | +0.7% | -0.7% |
| 30D | +4.0% | -6.0% | +9.9% | +4.7% |
| 3M | +11.0% | +21.4% | -10.4% | +8.4% |
| 6M | -5.0% | +12.1% | -17.0% | -6.5% |
| YTD | -2.7% | -1.8% | -0.9% | -2.9% |
| 1Y | -8.6% | +3.2% | -11.8% | -9.3% |
| All | +41.3% | +44.8% | -3.5% | +39.8% |
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