+1,465.4%
IDXX vs LPLA
+1,289.5%
+176.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.2% | -0.7% |
| 7D | -5.7% | -1.5% | -4.2% | -5.4% |
| 30D | -11.5% | -6.0% | -5.5% | -10.4% |
| 3M | -9.5% | +24.0% | -33.6% | -13.6% |
| 6M | -16.0% | +17.0% | -32.9% | -18.9% |
| YTD | -25.4% | -0.7% | -24.7% | -25.9% |
| 1Y | -21.8% | +2.1% | -23.9% | -23.0% |
| 3Y | +7.0% | +48.7% | -41.6% | -4.7% |
| 5Y | -26.0% | +151.2% | -177.2% | -42.8% |
| 10Y | +358.9% | +1,238.3% | -879.3% | +139.2% |
| All | +1,465.4% | +1,289.5% | +176.0% | +631.5% |
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