+294.8%
IONQ vs LPLA
+145.4%
+149.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.5% |
| 7D | +0.8% | -3.1% | +3.9% | +2.8% |
| 30D | -1.0% | -0.1% | -0.9% | -1.1% |
| 3M | -39.8% | +23.2% | -63.0% | -47.9% |
| 6M | +6.4% | +15.5% | -9.1% | -5.1% |
| YTD | -11.9% | +0.9% | -12.8% | -13.8% |
| 1Y | -6.2% | +0.2% | -6.3% | -8.3% |
| 3Y | +125.7% | +55.2% | +70.5% | +72.5% |
| All | +294.8% | +145.4% | +149.4% | +68.5% |
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