+40.0%
IWM vs LPLA
+143.6%
-103.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.1% | +0.3% |
| 7D | +1.4% | -2.1% | +3.5% | +2.0% |
| 30D | -2.3% | -3.3% | +1.1% | -1.4% |
| 3M | +4.0% | +23.5% | -19.6% | -2.5% |
| 6M | +17.9% | +12.0% | +5.9% | +13.2% |
| YTD | +20.2% | -1.7% | +21.9% | +19.4% |
| 1Y | +25.0% | +3.2% | +21.7% | +21.9% |
| 3Y | +66.0% | +46.2% | +19.8% | +42.0% |
| 5Y | +40.0% | +144.9% | -104.9% | -9.8% |
| All | +40.0% | +143.6% | -103.6% | -9.8% |
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 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