+52.8%
IONQ vs LPLA
+78.4%
-25.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.5% |
| 7D | +8.6% | +4.1% | +4.4% | +5.5% |
| 30D | -21.1% | -9.0% | -12.1% | -17.7% |
| 3M | -17.9% | -17.6% | -0.2% | -9.6% |
| 6M | -37.9% | -8.8% | -29.1% | -37.3% |
| YTD | -27.3% | -17.0% | -10.3% | -21.6% |
| 1Y | -43.2% | -20.4% | -22.8% | -36.7% |
| 3Y | +191.0% | +35.4% | +155.6% | +132.1% |
| All | +52.8% | +78.4% | -25.6% | -22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling