+45.7%
IONQ vs LPLA
+80.3%
-34.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | -0.9% | -10.5% | -10.8% |
| 30D | -8.1% | -9.5% | +1.4% | -3.6% |
| 3M | -35.8% | -21.9% | -13.9% | -26.8% |
| 6M | -47.7% | -2.6% | -45.1% | -49.2% |
| YTD | -35.6% | -17.8% | -17.8% | -30.0% |
| 1Y | -36.4% | -21.2% | -15.2% | -28.6% |
| 3Y | +150.0% | +30.6% | +119.4% | +104.7% |
| All | +45.7% | +80.3% | -34.6% | -25.4% |
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