+313.4%
IVV vs LPLA
+797.0%
-483.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.9% |
| 7D | -0.9% | -3.2% | +2.2% | -0.1% |
| 30D | -2.3% | -8.6% | +6.3% | -0.5% |
| 3M | -1.2% | -18.7% | +17.5% | +3.8% |
| 6M | +3.3% | +4.5% | -1.2% | +0.7% |
| YTD | +12.3% | -15.3% | +27.6% | +15.1% |
| 1Y | +12.5% | -19.9% | +32.4% | +17.1% |
| 3Y | +79.2% | +33.4% | +45.8% | +55.7% |
| 5Y | +75.6% | +87.4% | -11.8% | +31.2% |
| 10Y | +313.4% | +800.4% | -487.0% | +98.8% |
| All | +313.4% | +797.0% | -483.7% | +98.8% |
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