+115.1%
INDA vs LPLA
+1,261.8%
-1,146.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +0.7% | -3.1% | +3.8% | +1.3% |
| 30D | -0.8% | -0.1% | -0.7% | -0.8% |
| 3M | +3.9% | +23.2% | -19.3% | -0.8% |
| 6M | -0.7% | +15.5% | -16.3% | -4.3% |
| YTD | -7.7% | +0.9% | -8.5% | -8.7% |
| 1Y | -5.1% | +0.2% | -5.3% | -6.5% |
| 3Y | +13.6% | +55.2% | -41.6% | -1.2% |
| 5Y | +7.8% | +145.4% | -137.6% | -18.9% |
| 10Y | +84.6% | +1,229.7% | -1,145.0% | -7.2% |
| All | +115.1% | +1,261.8% | -1,146.7% | +9.1% |
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