+90.0%
IT vs LPLA
+1,226.8%
-1,136.8%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.8% |
| 7D | -12.7% | -3.7% | -9.0% | -11.6% |
| 30D | -8.9% | -6.4% | -2.5% | -6.9% |
| 3M | +10.1% | +20.2% | -10.0% | +3.3% |
| 6M | +7.3% | +12.8% | -5.6% | +2.1% |
| YTD | -32.4% | -2.5% | -29.9% | -32.9% |
| 1Y | -26.6% | +1.9% | -28.6% | -28.8% |
| 3Y | -51.8% | +45.0% | -96.8% | -60.3% |
| 5Y | -45.6% | +146.6% | -192.2% | -65.1% |
| All | +90.0% | +1,226.8% | -1,136.8% | -25.2% |
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