+227.2%
IONQ vs LPLA
+200.7%
+26.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +5.0% | +6.5% |
| 7D | +25.5% | +2.3% | +23.2% | +23.9% |
| 30D | -11.4% | -7.7% | -3.7% | -8.5% |
| 3M | -20.5% | -15.7% | -4.8% | -14.2% |
| 6M | -28.2% | +0.8% | -29.1% | -31.6% |
| YTD | -21.2% | -14.2% | -7.0% | -16.9% |
| 1Y | -40.4% | -17.9% | -22.5% | -35.2% |
| 3Y | +214.7% | +36.1% | +178.6% | +162.6% |
| 5Y | +56.9% | +90.3% | -33.5% | +2.8% |
| All | +227.2% | +200.7% | +26.5% | +101.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling