+490.6%
IWD vs LPLA
+1,311.2%
-820.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -0.3% | -3.1% | +2.8% | +0.5% |
| 30D | +0.6% | -0.1% | +0.7% | +0.5% |
| 3M | +7.2% | +23.2% | -16.0% | +1.1% |
| 6M | +16.2% | +15.5% | +0.7% | +10.9% |
| YTD | +23.3% | +0.9% | +22.4% | +21.5% |
| 1Y | +29.6% | +0.2% | +29.4% | +27.2% |
| 3Y | +70.5% | +55.2% | +15.2% | +44.3% |
| 5Y | +73.5% | +145.4% | -72.0% | +24.0% |
| 10Y | +198.3% | +1,229.7% | -1,031.3% | +31.6% |
| All | +490.6% | +1,311.2% | -820.7% | +129.2% |
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