+33.4%
AG vs LPLA
-16.5%
+49.9%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +4.6% | +4.5% | +8.5% |
| 7D | -2.6% | +15.7% | -18.3% | -4.4% |
| 30D | -12.1% | -6.2% | -5.9% | -11.3% |
| 3M | -6.6% | -12.0% | +5.4% | -4.9% |
| 6M | -20.5% | -2.7% | -17.7% | -20.5% |
| YTD | -7.4% | -12.5% | +5.1% | -1.4% |
| 1Y | +33.4% | -16.5% | +49.9% | +54.7% |
| All | +33.4% | -16.5% | +49.9% | +54.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling