+48.7%
LPLA vs IFF
+29.0%
+19.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +1.9% |
| 7D | -1.5% | -3.2% | +1.6% | -1.3% |
| 30D | -6.0% | -0.3% | -5.7% | -6.0% |
| 3M | +24.0% | +8.4% | +15.6% | +23.3% |
| 6M | +17.0% | +23.0% | -6.0% | +15.4% |
| YTD | -0.7% | +25.5% | -26.1% | -2.7% |
| 1Y | +2.1% | +29.1% | -26.9% | -0.3% |
| 3Y | +48.7% | +31.7% | +17.0% | +34.9% |
| All | +48.7% | +29.0% | +19.7% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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