+64.7%
IVZ vs LPLA
+1,257.9%
-1,193.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.3% |
| 7D | +0.6% | -3.1% | +3.7% | +2.3% |
| 30D | +4.0% | -0.1% | +4.1% | +4.0% |
| 3M | +18.2% | +23.2% | -5.0% | +5.3% |
| 6M | +32.8% | +15.5% | +17.3% | +21.7% |
| YTD | +28.7% | +0.9% | +27.9% | +26.0% |
| 1Y | +55.4% | +0.2% | +55.2% | +51.1% |
| 3Y | +135.2% | +55.2% | +80.0% | +72.5% |
| 5Y | +64.2% | +145.4% | -81.2% | -15.3% |
| All | +64.7% | +1,257.9% | -1,193.2% | -63.0% |
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 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