+185.7%
IONQ vs LPLA
+188.0%
-2.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.0% | -6.4% | -7.8% |
| 7D | +16.8% | -2.8% | +19.5% | +18.6% |
| 30D | -11.1% | -10.2% | -1.0% | -6.8% |
| 3M | -31.7% | -22.3% | -9.5% | -22.9% |
| 6M | -44.8% | -0.5% | -44.3% | -46.8% |
| YTD | -31.2% | -17.9% | -13.4% | -25.7% |
| 1Y | -39.1% | -22.0% | -17.1% | -31.9% |
| 3Y | +189.5% | +29.4% | +160.1% | +148.5% |
| 5Y | +53.2% | +81.2% | -28.1% | +2.8% |
| All | +185.7% | +188.0% | -2.2% | +80.6% |
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