+75.9%
AG vs LPLA
+144.0%
-68.1%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +13.2% |
| 3M | +28.2% | +21.4% | +6.8% | +24.7% |
| 6M | -18.8% | +12.1% | -30.9% | -20.4% |
| YTD | +27.4% | -1.8% | +29.2% | +27.4% |
| 1Y | +132.2% | +3.2% | +129.0% | +130.8% |
| 3Y | +286.9% | +45.9% | +240.9% | +269.4% |
| All | +75.9% | +144.0% | -68.1% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling