+7.0%
IDXX vs LPLA
+46.5%
-39.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.6% |
| 7D | -5.7% | -1.5% | -4.2% | -5.5% |
| 30D | -11.5% | -6.0% | -5.5% | -10.8% |
| 3M | -9.5% | +24.0% | -33.6% | -12.2% |
| 6M | -16.0% | +17.0% | -32.9% | -17.9% |
| YTD | -25.4% | -0.7% | -24.7% | -25.9% |
| 1Y | -21.8% | +2.1% | -23.9% | -22.7% |
| 3Y | +7.0% | +48.7% | -41.6% | +5.8% |
| All | +7.0% | +46.5% | -39.5% | +5.8% |
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