-45.5%
ILMN vs LPLA
+78.4%
-123.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.7% |
| 7D | -9.7% | +4.1% | -13.8% | -10.2% |
| 30D | -20.4% | -9.0% | -11.4% | -19.6% |
| 3M | +10.0% | -17.6% | +27.7% | +12.7% |
| 6M | +49.5% | -8.8% | +58.3% | +50.2% |
| YTD | +62.5% | -17.0% | +79.5% | +64.8% |
| 1Y | +76.0% | -20.4% | +96.4% | +80.0% |
| 3Y | +94.2% | +35.4% | +58.7% | +79.6% |
| All | -45.5% | +78.4% | -123.9% | -57.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling