+484.4%
IT vs LPLA
+1,311.2%
-826.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -6.0% | -3.1% | -3.0% | -5.1% |
| 30D | 0.0% | -0.1% | +0.1% | 0.0% |
| 3M | +13.1% | +23.2% | -10.2% | +5.8% |
| 6M | +11.7% | +15.5% | -3.8% | +6.0% |
| YTD | -26.1% | +0.9% | -27.0% | -27.4% |
| 1Y | -21.3% | +0.2% | -21.4% | -23.0% |
| 3Y | -46.7% | +55.2% | -102.0% | -55.9% |
| 5Y | -40.5% | +145.4% | -185.9% | -58.9% |
| 10Y | +103.9% | +1,229.7% | -1,125.8% | -15.4% |
| All | +484.4% | +1,311.2% | -826.9% | +115.6% |
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