+738.8%
IVV vs LPLA
+1,047.9%
-309.1%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | +0.5% |
| 7D | +3.3% | -2.9% | +6.2% | +4.1% |
| 30D | -2.7% | -10.2% | +7.6% | -0.5% |
| 3M | -1.7% | -22.3% | +20.6% | +4.0% |
| 6M | +3.2% | -0.6% | +3.7% | +2.1% |
| YTD | +12.0% | -17.9% | +29.9% | +15.5% |
| 1Y | +12.1% | -22.1% | +34.2% | +17.1% |
| 3Y | +78.6% | +29.3% | +49.3% | +59.1% |
| 5Y | +73.8% | +81.0% | -7.2% | +36.7% |
| 10Y | +312.1% | +772.5% | -460.4% | +108.2% |
| All | +738.8% | +1,047.9% | -309.1% | +258.0% |
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