+140.3%
IVZ vs LPLA
+54.7%
+85.6%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | +0.6% | -3.1% | +3.7% | +1.9% |
| 30D | +4.0% | -0.1% | +4.1% | +4.0% |
| 3M | +18.2% | +23.2% | -5.0% | +8.4% |
| 6M | +32.8% | +15.5% | +17.3% | +24.5% |
| YTD | +28.7% | +0.9% | +27.9% | +26.7% |
| 1Y | +55.4% | +0.2% | +55.2% | +52.6% |
| All | +140.3% | +54.7% | +85.6% | +109.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling