+282.7%
AG vs LPLA
+44.8%
+237.9%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.2% | +2.1% |
| 7D | -0.1% | -1.5% | +1.5% | +0.1% |
| 30D | +12.5% | -6.0% | +18.4% | +13.3% |
| 3M | +28.2% | +21.4% | +6.8% | +24.3% |
| 6M | -18.8% | +12.1% | -30.9% | -20.6% |
| YTD | +27.4% | -1.8% | +29.2% | +27.9% |
| 1Y | +132.2% | +3.2% | +129.0% | +131.7% |
| All | +282.7% | +44.8% | +237.9% | +300.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling