+188.3%
ITW vs LPLA
+1,251.7%
-1,063.4%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.9% | -0.8% | +0.6% |
| 7D | -0.7% | -1.5% | +0.8% | -0.3% |
| 30D | -8.3% | -6.0% | -2.3% | -6.7% |
| 3M | +6.0% | +24.0% | -18.0% | -0.9% |
| 6M | 0.0% | +17.0% | -17.0% | -5.4% |
| YTD | +10.2% | -0.7% | +10.9% | +8.9% |
| 1Y | +3.2% | +2.1% | +1.1% | +0.5% |
| 3Y | +21.0% | +48.7% | -27.7% | +0.7% |
| 5Y | +37.9% | +151.2% | -113.3% | -10.3% |
| All | +188.3% | +1,251.7% | -1,063.4% | +13.8% |
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