+5.9%
IYR vs LPLA
+81.8%
-75.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.3% |
| 7D | -0.1% | -2.8% | +2.7% | +0.2% |
| 30D | +5.7% | -10.2% | +15.9% | +6.7% |
| 3M | -0.6% | -22.3% | +21.7% | +1.9% |
| 6M | +0.5% | -0.5% | +1.0% | +0.1% |
| YTD | +10.4% | -17.9% | +28.3% | +12.0% |
| 1Y | +9.2% | -22.0% | +31.2% | +11.4% |
| 3Y | +40.5% | +29.4% | +11.1% | +32.0% |
| 5Y | +5.9% | +81.2% | -75.3% | -10.9% |
| All | +5.9% | +81.8% | -75.8% | -10.9% |
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