+20.7%
IWM vs LPLA
+83.0%
-62.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.5% |
| 7D | -2.0% | +4.1% | -6.2% | -3.1% |
| 30D | -1.5% | -9.0% | +7.6% | +0.6% |
| 3M | -8.0% | -17.6% | +9.6% | -3.8% |
| 6M | -4.1% | -8.8% | +4.7% | -2.9% |
| YTD | +11.9% | -17.0% | +29.0% | +15.6% |
| 1Y | +15.0% | -20.4% | +35.4% | +20.3% |
| 3Y | +64.2% | +35.4% | +28.8% | +41.8% |
| All | +20.7% | +83.0% | -62.3% | -13.6% |
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 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