+56.0%
IWF vs LPLA
+80.3%
-24.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | +2.8% | -0.9% | +3.7% | +3.0% |
| 30D | -7.5% | -9.5% | +1.9% | -5.8% |
| 3M | -8.5% | -21.9% | +13.4% | -3.5% |
| 6M | -7.4% | -2.6% | -4.8% | -8.0% |
| YTD | -2.6% | -17.8% | +15.2% | +0.4% |
| 1Y | -1.8% | -21.2% | +19.3% | +2.3% |
| 3Y | +65.5% | +30.6% | +34.8% | +47.7% |
| All | +56.0% | +80.3% | -24.4% | +15.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling