+464.9%
IJR vs LPLA
+1,273.0%
-808.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | -3.6% | -6.0% | +2.4% | -1.7% |
| 3M | +2.3% | +21.4% | -19.1% | -4.7% |
| 6M | +14.3% | +12.1% | +2.3% | +8.7% |
| YTD | +19.3% | -1.8% | +21.1% | +18.0% |
| 1Y | +22.6% | +3.2% | +19.4% | +18.6% |
| 3Y | +53.5% | +45.9% | +7.6% | +27.2% |
| 5Y | +39.9% | +144.7% | -104.7% | -8.0% |
| 10Y | +172.1% | +1,222.4% | -1,050.4% | -0.8% |
| All | +464.9% | +1,273.0% | -808.1% | +75.5% |
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