+22.9%
ITW vs LPLA
-16.5%
+39.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.6% | -2.3% | +1.7% |
| 7D | +6.3% | +15.7% | -9.4% | +4.3% |
| 30D | +11.1% | -6.2% | +17.3% | +11.6% |
| 3M | +0.1% | -12.0% | +12.1% | +1.3% |
| 6M | +18.1% | -2.7% | +20.8% | +18.0% |
| YTD | +21.4% | -12.5% | +34.0% | +22.6% |
| 1Y | +22.9% | -16.5% | +39.4% | +25.3% |
| All | +22.9% | -16.5% | +39.4% | +25.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling