+26.5%
IP vs LPLA
+902.8%
-876.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.8% | +2.6% | +1.5% |
| 7D | -5.1% | +4.1% | -9.2% | -6.4% |
| 30D | +8.5% | -9.0% | +17.5% | +11.2% |
| 3M | -13.8% | -17.6% | +3.8% | -8.9% |
| 6M | +5.7% | -8.8% | +14.6% | +7.1% |
| YTD | -9.1% | -17.0% | +7.9% | -5.7% |
| 1Y | -0.8% | -20.4% | +19.6% | +4.4% |
| 3Y | +14.8% | +35.4% | -20.6% | -4.5% |
| 5Y | -11.5% | +79.7% | -91.3% | -38.0% |
| All | +26.5% | +902.8% | -876.3% | -51.2% |
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