+128.2%
IVZ vs LPLA
+1,060.6%
-932.4%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +0.9% |
| 7D | -2.4% | +4.1% | -6.6% | -4.4% |
| 30D | -11.2% | -9.0% | -2.2% | -7.9% |
| 3M | -14.0% | -17.6% | +3.7% | -6.5% |
| 6M | +0.5% | -8.8% | +9.3% | +3.0% |
| YTD | +5.4% | -17.0% | +22.5% | +12.5% |
| 1Y | +19.5% | -20.4% | +39.9% | +30.1% |
| 3Y | +128.7% | +35.4% | +93.3% | +80.9% |
| 5Y | +28.8% | +79.7% | -51.0% | -17.6% |
| 10Y | +52.3% | +915.0% | -862.6% | -59.6% |
| All | +128.2% | +1,060.6% | -932.4% | -54.4% |
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