+498.2%
IT vs LPLA
+1,047.9%
-549.6%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.1% | +2.0% | -0.2% |
| 7D | -3.7% | -2.9% | -0.8% | -2.9% |
| 30D | -3.1% | -10.2% | +7.1% | -0.4% |
| 3M | +6.3% | -22.3% | +28.7% | +14.0% |
| 6M | +24.8% | -0.6% | +25.3% | +23.5% |
| YTD | -24.4% | -17.9% | -6.4% | -21.4% |
| 1Y | -17.1% | -22.1% | +5.0% | -12.6% |
| 3Y | -53.6% | +29.3% | -82.9% | -59.7% |
| 5Y | -42.5% | +81.0% | -123.6% | -56.6% |
| 10Y | +88.8% | +772.5% | -683.7% | -12.7% |
| All | +498.2% | +1,047.9% | -549.6% | +133.4% |
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