+128.2%
IVZ vs LPLA
+1,081.7%
-953.5%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.0% | -3.4% | -4.6% | -6.3% |
| 7D | -6.7% | +7.6% | -14.3% | -10.1% |
| 30D | -10.9% | -9.5% | -1.4% | -7.3% |
| 3M | -14.8% | -16.3% | +1.5% | -8.1% |
| 6M | +2.4% | -8.0% | +10.4% | +4.6% |
| YTD | +5.4% | -15.5% | +20.9% | +11.5% |
| 1Y | +19.6% | -19.4% | +38.9% | +29.4% |
| 3Y | +122.4% | +39.7% | +82.7% | +73.2% |
| 5Y | +28.8% | +83.0% | -54.3% | -18.3% |
| 10Y | +52.3% | +933.4% | -881.1% | -59.9% |
| All | +128.2% | +1,081.7% | -953.5% | -54.8% |
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 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