-67.6%
IOVA vs LPLA
+83.0%
-150.6%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.8% | +5.7% | +4.1% |
| 7D | -5.2% | +4.1% | -9.3% | -5.7% |
| 30D | -37.8% | -9.0% | -28.8% | -37.1% |
| 3M | +29.5% | -17.6% | +47.1% | +32.6% |
| 6M | +96.6% | -8.8% | +105.4% | +96.9% |
| YTD | +194.5% | -17.0% | +211.5% | +198.9% |
| 1Y | +248.1% | -20.4% | +268.5% | +255.9% |
| 3Y | +86.1% | +35.4% | +50.7% | +58.5% |
| All | -67.6% | +83.0% | -150.6% | -77.9% |
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