+89.2%
IT vs LPLA
+758.1%
-668.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | -1.8% | -9.5% | +7.6% | +0.9% |
| 3M | +4.8% | -21.9% | +26.7% | +13.0% |
| 6M | +33.0% | -2.6% | +35.6% | +32.4% |
| YTD | -23.8% | -17.8% | -6.0% | -20.6% |
| 1Y | -16.5% | -21.2% | +4.7% | -11.9% |
| 3Y | -53.6% | +30.6% | -84.3% | -61.0% |
| 5Y | -42.1% | +81.3% | -123.5% | -59.1% |
| All | +89.2% | +758.1% | -668.9% | -22.7% |
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