+819.7%
ICE vs LPLA
+1,111.7%
-292.0%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.0% | +0.4% | +1.1% |
| 7D | +3.2% | +3.6% | -0.5% | +2.3% |
| 30D | +12.9% | -6.8% | +19.7% | +14.2% |
| 3M | +17.5% | -17.0% | +34.6% | +21.9% |
| 6M | +14.0% | +1.8% | +12.1% | +12.5% |
| YTD | +10.0% | -13.4% | +23.4% | +12.1% |
| 1Y | +19.5% | -17.5% | +37.0% | +23.0% |
| 3Y | +66.8% | +36.5% | +30.3% | +47.9% |
| 5Y | +40.3% | +92.6% | -52.3% | +10.4% |
| 10Y | +249.7% | +809.2% | -559.5% | +75.8% |
| All | +819.7% | +1,111.7% | -292.0% | +289.5% |
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