+504.2%
IWD vs LPLA
+1,099.8%
-595.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.1% |
| 7D | +1.3% | +2.3% | -1.0% | +0.7% |
| 30D | +3.6% | -7.7% | +11.3% | +5.2% |
| 3M | +2.3% | -15.7% | +18.0% | +6.2% |
| 6M | +13.0% | +0.8% | +12.2% | +11.4% |
| YTD | +26.2% | -14.2% | +40.4% | +28.8% |
| 1Y | +30.5% | -17.9% | +48.4% | +34.7% |
| 3Y | +86.2% | +36.1% | +50.1% | +62.1% |
| 5Y | +72.9% | +90.3% | -17.4% | +31.8% |
| 10Y | +205.0% | +841.0% | -635.9% | +45.6% |
| All | +504.2% | +1,099.8% | -595.6% | +143.0% |
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 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