+200.2%
IP vs LPLA
+1,311.2%
-1,111.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.3% | -3.1% | -2.2% | -4.3% |
| 30D | -10.9% | -0.1% | -10.8% | -10.9% |
| 3M | +11.2% | +23.2% | -12.1% | +3.4% |
| 6M | -10.2% | +15.5% | -25.8% | -15.2% |
| YTD | -2.0% | +0.9% | -2.9% | -3.8% |
| 1Y | -19.1% | +0.2% | -19.3% | -20.9% |
| 3Y | +20.9% | +55.2% | -34.4% | -0.6% |
| 5Y | -17.8% | +145.4% | -163.2% | -44.9% |
| 10Y | +23.5% | +1,229.7% | -1,206.1% | -53.4% |
| All | +200.2% | +1,311.2% | -1,111.1% | -5.1% |
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