+720.9%
INCY vs LPLA
+1,273.0%
-552.1%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -2.2% | -1.5% | -0.6% | -1.8% |
| 30D | +3.7% | -6.0% | +9.6% | +5.2% |
| 3M | +22.1% | +21.4% | +0.7% | +15.4% |
| 6M | +29.8% | +12.1% | +17.7% | +24.9% |
| YTD | +27.6% | -1.8% | +29.4% | +26.8% |
| 1Y | +47.2% | +3.2% | +44.0% | +43.7% |
| 3Y | +97.0% | +45.9% | +51.0% | +69.3% |
| 5Y | +73.4% | +144.7% | -71.3% | +21.6% |
| 10Y | +59.2% | +1,222.4% | -1,163.2% | -45.6% |
| All | +720.9% | +1,273.0% | -552.1% | +138.5% |
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