+61.6%
AG vs LPLA
+1,251.7%
-1,190.0%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.2% |
| 7D | -6.7% | -1.5% | -5.2% | -6.5% |
| 30D | +2.2% | -6.0% | +8.2% | +2.9% |
| 3M | +15.7% | +24.0% | -8.3% | +12.1% |
| 6M | -23.8% | +17.0% | -40.8% | -25.8% |
| YTD | +17.6% | -0.7% | +18.3% | +17.2% |
| 1Y | +88.6% | +2.1% | +86.5% | +87.1% |
| 3Y | +253.4% | +48.7% | +204.7% | +229.9% |
| 5Y | +62.4% | +151.2% | -88.8% | +37.4% |
| All | +61.6% | +1,251.7% | -1,190.0% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling