-41.4%
IT vs LPLA
+88.0%
-129.4%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | -6.8% | -3.2% | -3.7% | -6.1% |
| 30D | -0.6% | -8.6% | +8.1% | +1.3% |
| 3M | +3.1% | -18.7% | +21.7% | +8.0% |
| 6M | +25.5% | +4.5% | +20.9% | +22.8% |
| YTD | -23.5% | -15.3% | -8.2% | -21.5% |
| 1Y | -16.6% | -19.9% | +3.2% | -13.3% |
| 3Y | -53.1% | +33.4% | -86.5% | -59.5% |
| 5Y | -41.4% | +87.4% | -128.8% | -59.7% |
| All | -41.4% | +88.0% | -129.4% | -59.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling