+63.7%
IEFA vs LPLA
+43.8%
+19.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -2.4% | -3.7% | +1.2% | -2.0% |
| 30D | -2.1% | -6.4% | +4.3% | -1.4% |
| 3M | +5.5% | +20.2% | -14.6% | +3.1% |
| 6M | +8.1% | +12.8% | -4.7% | +6.3% |
| YTD | +11.9% | -2.5% | +14.4% | +11.8% |
| 1Y | +18.1% | +1.9% | +16.1% | +17.1% |
| All | +63.7% | +43.8% | +19.9% | +57.9% |
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