+725.6%
ITW vs LPLA
+1,275.5%
-549.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | -0.4% | -2.1% | +1.6% | +0.1% |
| 30D | -9.4% | -3.3% | -6.1% | -8.6% |
| 3M | +7.1% | +23.5% | -16.4% | +0.6% |
| 6M | -1.9% | +12.0% | -13.9% | -5.7% |
| YTD | +10.4% | -1.7% | +12.1% | +9.5% |
| 1Y | +3.3% | +3.2% | +0.1% | +0.5% |
| 3Y | +21.0% | +46.2% | -25.2% | +3.0% |
| 5Y | +36.3% | +144.9% | -108.6% | -5.3% |
| 10Y | +185.8% | +1,195.1% | -1,009.3% | +18.1% |
| All | +725.6% | +1,275.5% | -549.8% | +189.5% |
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 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