+750.9%
IVV vs LPLA
+1,311.2%
-560.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.1% | -3.1% | +3.2% | +0.9% |
| 30D | +0.1% | -0.1% | +0.2% | 0.0% |
| 3M | +2.0% | +23.2% | -21.2% | -3.7% |
| 6M | +13.0% | +15.5% | -2.5% | +8.1% |
| YTD | +13.6% | +0.9% | +12.7% | +11.9% |
| 1Y | +20.1% | +0.2% | +19.9% | +18.0% |
| 3Y | +77.6% | +55.2% | +22.4% | +52.0% |
| 5Y | +82.5% | +145.4% | -63.0% | +33.3% |
| 10Y | +316.5% | +1,229.7% | -913.1% | +91.6% |
| All | +750.9% | +1,311.2% | -560.4% | +247.0% |
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