-51.4%
ILMN vs LPLA
+145.4%
-196.9%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.2% | -1.5% |
| 7D | +1.2% | -3.1% | +4.3% | +1.7% |
| 30D | +9.2% | -0.1% | +9.3% | +9.1% |
| 3M | +29.8% | +23.2% | +6.6% | +24.9% |
| 6M | +69.2% | +15.5% | +53.7% | +64.2% |
| YTD | +66.4% | +0.9% | +65.5% | +64.5% |
| 1Y | +123.4% | +0.2% | +123.2% | +120.9% |
| 3Y | +33.2% | +55.2% | -22.1% | +21.4% |
| All | -51.4% | +145.4% | -196.9% | -64.4% |
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