+202.4%
IWD vs LPLA
+824.7%
-622.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.3% |
| 7D | +1.6% | +3.6% | -2.1% | +0.5% |
| 30D | +3.6% | -6.8% | +10.3% | +5.1% |
| 3M | +2.0% | -17.0% | +19.1% | +6.8% |
| 6M | +13.1% | +1.8% | +11.2% | +11.0% |
| YTD | +26.2% | -13.4% | +39.6% | +28.7% |
| 1Y | +29.6% | -17.5% | +47.1% | +33.9% |
| 3Y | +84.3% | +36.5% | +47.9% | +57.3% |
| 5Y | +73.4% | +92.6% | -19.2% | +25.5% |
| 10Y | +202.4% | +809.2% | -606.7% | +35.8% |
| All | +202.4% | +824.7% | -622.3% | +35.8% |
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 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