+219.7%
IYR vs LPLA
+1,311.2%
-1,091.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | -3.1% | +1.8% | -0.7% |
| 30D | -2.9% | -0.1% | -2.8% | -2.9% |
| 3M | +0.8% | +23.2% | -22.4% | -3.5% |
| 6M | +1.9% | +15.5% | -13.7% | -1.6% |
| YTD | +9.6% | +0.9% | +8.7% | +8.3% |
| 1Y | +8.1% | +0.2% | +7.9% | +6.5% |
| 3Y | +29.2% | +55.2% | -26.0% | +13.1% |
| 5Y | +4.3% | +145.4% | -141.1% | -20.5% |
| 10Y | +64.7% | +1,229.7% | -1,165.0% | -14.8% |
| All | +219.7% | +1,311.2% | -1,091.5% | +42.8% |
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 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