+313.7%
IVV vs LPLA
+1,194.2%
-880.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | +0.1% |
| 7D | +0.5% | -2.1% | +2.6% | +1.1% |
| 30D | -1.0% | -3.3% | +2.4% | -0.1% |
| 3M | +3.9% | +23.5% | -19.7% | -2.4% |
| 6M | +14.5% | +12.0% | +2.5% | +10.0% |
| YTD | +12.9% | -1.7% | +14.6% | +11.9% |
| 1Y | +19.4% | +3.2% | +16.1% | +16.2% |
| 3Y | +78.8% | +46.2% | +32.6% | +53.2% |
| 5Y | +82.2% | +144.9% | -62.7% | +27.3% |
| 10Y | +313.7% | +1,195.1% | -881.4% | +86.8% |
| All | +313.7% | +1,194.2% | -880.6% | +86.8% |
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