+30.8%
IYR vs LPLA
+50.5%
-19.7%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.1% |
| 7D | -0.4% | -2.1% | +1.7% | -0.3% |
| 30D | -2.5% | -3.3% | +0.8% | -2.3% |
| 3M | +1.5% | +23.5% | -22.1% | +0.1% |
| 6M | +3.9% | +12.0% | -8.1% | +3.0% |
| YTD | +9.5% | -1.7% | +11.2% | +9.4% |
| 1Y | +7.5% | +3.2% | +4.2% | +6.8% |
| 3Y | +30.8% | +46.2% | -15.4% | +32.6% |
| All | +30.8% | +50.5% | -19.7% | +32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling