+200.5%
IWD vs LPLA
+1,198.0%
-997.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -1.2% | -1.5% | +0.4% | -0.7% |
| 30D | -1.6% | -6.0% | +4.3% | 0.0% |
| 3M | +7.0% | +21.4% | -14.4% | +0.9% |
| 6M | +17.0% | +12.1% | +4.9% | +12.2% |
| YTD | +21.6% | -1.8% | +23.5% | +20.6% |
| 1Y | +28.0% | +3.2% | +24.8% | +24.4% |
| 3Y | +70.6% | +45.9% | +24.6% | +44.5% |
| 5Y | +73.3% | +144.7% | -71.3% | +17.7% |
| 10Y | +200.5% | +1,222.4% | -1,021.9% | +27.5% |
| All | +200.5% | +1,198.0% | -997.5% | +27.5% |
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