+272.8%
ILMN vs LPLA
+1,060.6%
-787.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.3% | +2.9% |
| 7D | -9.7% | +4.1% | -13.8% | -10.7% |
| 30D | -20.4% | -9.0% | -11.4% | -19.2% |
| 3M | +10.0% | -17.6% | +27.7% | +14.1% |
| 6M | +49.5% | -8.8% | +58.3% | +50.4% |
| YTD | +62.5% | -17.0% | +79.5% | +65.7% |
| 1Y | +76.0% | -20.4% | +96.4% | +81.3% |
| 3Y | +94.2% | +35.4% | +58.7% | +70.5% |
| 5Y | -46.3% | +79.7% | -126.1% | -58.1% |
| 10Y | +62.7% | +915.0% | -852.2% | -25.0% |
| All | +272.8% | +1,060.6% | -787.8% | +53.1% |
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