+830.9%
ICE vs LPLA
+1,049.8%
-218.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.3% | +0.4% |
| 7D | +3.6% | -0.9% | +4.6% | +3.8% |
| 30D | +15.1% | -9.5% | +24.6% | +17.2% |
| 3M | +15.4% | -21.9% | +37.2% | +21.3% |
| 6M | +16.1% | -2.6% | +18.7% | +15.8% |
| YTD | +11.4% | -17.8% | +29.2% | +14.7% |
| 1Y | +18.5% | -21.2% | +39.6% | +23.1% |
| 3Y | +70.5% | +30.6% | +39.9% | +52.6% |
| 5Y | +40.9% | +81.3% | -40.4% | +12.3% |
| 10Y | +260.6% | +773.9% | -513.4% | +82.9% |
| All | +830.9% | +1,049.8% | -218.9% | +298.8% |
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 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