+155.4%
IWM vs LPLA
+824.7%
-669.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -1.0% |
| 7D | +0.3% | +3.6% | -3.4% | -1.0% |
| 30D | +0.6% | -6.8% | +7.3% | +2.4% |
| 3M | -6.2% | -17.0% | +10.8% | -0.8% |
| 6M | -0.8% | +1.8% | -2.6% | -3.3% |
| YTD | +14.8% | -13.4% | +28.1% | +17.5% |
| 1Y | +16.1% | -17.5% | +33.7% | +21.1% |
| 3Y | +71.5% | +36.5% | +35.1% | +41.3% |
| 5Y | +25.8% | +92.6% | -66.9% | -14.8% |
| 10Y | +155.4% | +809.2% | -653.8% | +0.6% |
| All | +155.4% | +824.7% | -669.3% | +0.6% |
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