+1,311.5%
LPLA vs IFF
+134.8%
+1,176.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | +0.4% |
| 7D | -1.5% | -3.0% | +1.5% | -0.4% |
| 30D | -6.0% | -0.9% | -5.1% | -5.7% |
| 3M | +21.4% | +11.8% | +9.5% | +15.7% |
| 6M | +12.1% | +16.5% | -4.5% | +3.8% |
| YTD | -1.8% | +26.5% | -28.4% | -12.6% |
| 1Y | +3.2% | +32.7% | -29.5% | -10.2% |
| 3Y | +45.9% | +32.0% | +13.9% | +20.6% |
| 5Y | +144.7% | -36.1% | +180.7% | +172.1% |
| 10Y | +1,222.4% | -20.1% | +1,242.5% | +1,140.4% |
| All | +1,311.5% | +134.8% | +1,176.7% | +688.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling