+849.1%
IGV vs LPLA
+1,047.9%
-198.8%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | +0.1% |
| 7D | +2.5% | -2.9% | +5.3% | +3.3% |
| 30D | -8.6% | -10.2% | +1.7% | -6.3% |
| 3M | -1.6% | -22.3% | +20.8% | +4.9% |
| 6M | +13.4% | -0.6% | +14.0% | +12.1% |
| YTD | -4.0% | -17.9% | +13.9% | -0.5% |
| 1Y | -7.6% | -22.1% | +14.5% | -2.8% |
| 3Y | +39.3% | +29.3% | +10.0% | +23.9% |
| 5Y | +14.5% | +81.0% | -66.5% | -10.4% |
| 10Y | +358.7% | +772.5% | -413.8% | +117.5% |
| All | +849.1% | +1,047.9% | -198.8% | +271.1% |
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 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