+36.4%
ITW vs LPLA
+142.4%
-106.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.1% | +0.6% |
| 7D | -2.4% | -3.7% | +1.3% | -1.7% |
| 30D | -9.5% | -6.4% | -3.2% | -8.5% |
| 3M | +6.6% | +20.2% | -13.5% | +2.9% |
| 6M | -1.8% | +12.8% | -14.6% | -4.4% |
| YTD | +9.0% | -2.5% | +11.5% | +8.7% |
| 1Y | +3.6% | +1.9% | +1.6% | +2.1% |
| 3Y | +19.4% | +45.0% | -25.5% | +7.9% |
| 5Y | +36.4% | +146.6% | -110.2% | +2.5% |
| All | +36.4% | +142.4% | -106.0% | +2.5% |
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