+176.0%
IP vs LPLA
+1,081.7%
-905.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -3.4% | -0.6% | -2.9% |
| 7D | -5.0% | +7.6% | -12.6% | -7.2% |
| 30D | +6.5% | -9.5% | +16.0% | +9.2% |
| 3M | -18.0% | -16.3% | -1.7% | -14.1% |
| 6M | +10.3% | -8.0% | +18.3% | +11.4% |
| YTD | -9.9% | -15.5% | +5.6% | -7.2% |
| 1Y | -1.1% | -19.4% | +18.3% | +3.4% |
| 3Y | +13.0% | +39.7% | -26.7% | -4.9% |
| 5Y | -12.3% | +83.0% | -95.3% | -35.6% |
| 10Y | +26.8% | +933.4% | -906.6% | -48.6% |
| All | +176.0% | +1,081.7% | -905.7% | -8.5% |
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