+407.6%
IWM vs LPLA
+1,311.2%
-903.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +0.1% | -3.1% | +3.2% | +1.1% |
| 30D | -1.3% | -0.1% | -1.2% | -1.3% |
| 3M | +1.6% | +23.2% | -21.6% | -5.9% |
| 6M | +13.6% | +15.5% | -2.0% | +6.8% |
| YTD | +20.8% | +0.9% | +19.9% | +18.4% |
| 1Y | +26.4% | +0.2% | +26.3% | +23.5% |
| 3Y | +60.7% | +55.2% | +5.5% | +30.4% |
| 5Y | +38.2% | +145.4% | -107.2% | -8.8% |
| 10Y | +169.5% | +1,229.7% | -1,060.2% | -2.6% |
| All | +407.6% | +1,311.2% | -903.7% | +54.7% |
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