+7.0%
IOVA vs LPLA
+824.7%
-817.7%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.1% | -1.4% |
| 7D | -8.5% | +3.6% | -12.1% | -9.4% |
| 30D | -44.7% | -6.8% | -38.0% | -44.2% |
| 3M | +26.2% | -17.0% | +43.3% | +31.1% |
| 6M | +123.2% | +1.8% | +121.4% | +115.0% |
| YTD | +196.0% | -13.4% | +209.4% | +198.9% |
| 1Y | +240.9% | -17.5% | +258.4% | +249.6% |
| 3Y | +103.5% | +36.5% | +67.1% | +63.0% |
| 5Y | -65.5% | +92.6% | -158.1% | -77.5% |
| 10Y | +7.0% | +809.2% | -802.2% | -55.5% |
| All | +7.0% | +824.7% | -817.7% | -55.5% |
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 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