+202.0%
IONQ vs LPLA
+190.9%
+11.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.4% |
| 7D | +8.6% | +4.1% | +4.4% | +5.8% |
| 30D | -21.1% | -9.0% | -12.1% | -18.0% |
| 3M | -17.9% | -17.6% | -0.2% | -10.4% |
| 6M | -37.9% | -8.8% | -29.1% | -37.3% |
| YTD | -27.3% | -17.0% | -10.3% | -22.0% |
| 1Y | -43.2% | -20.4% | -22.8% | -37.3% |
| 3Y | +191.0% | +35.4% | +155.6% | +143.1% |
| 5Y | +69.3% | +79.7% | -10.5% | +12.9% |
| All | +202.0% | +190.9% | +11.2% | +89.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling