+144.6%
IEFA vs LPLA
+1,251.7%
-1,107.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.6% |
| 7D | -1.6% | -1.5% | 0.0% | -1.2% |
| 30D | -1.5% | -6.0% | +4.5% | -0.1% |
| 3M | +3.4% | +24.0% | -20.6% | -2.0% |
| 6M | +9.5% | +17.0% | -7.5% | +4.8% |
| YTD | +13.0% | -0.7% | +13.7% | +11.9% |
| 1Y | +18.0% | +2.1% | +15.9% | +15.6% |
| 3Y | +65.4% | +48.7% | +16.7% | +43.1% |
| 5Y | +51.6% | +151.2% | -99.7% | +8.8% |
| All | +144.6% | +1,251.7% | -1,107.1% | +24.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling