+337.4%
AGI vs LPLA
+1,251.7%
-914.3%
-66.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.7% |
| 7D | -2.7% | -1.5% | -1.2% | -2.8% |
| 30D | +7.2% | -6.0% | +13.2% | +7.1% |
| 3M | +4.3% | +24.0% | -19.8% | +4.7% |
| 6M | -27.1% | +17.0% | -44.1% | -26.9% |
| YTD | -6.6% | -0.7% | -5.9% | -6.5% |
| 1Y | +9.5% | +2.1% | +7.4% | +9.7% |
| 3Y | +208.4% | +48.7% | +159.8% | +213.4% |
| 5Y | +401.6% | +151.2% | +250.4% | +420.5% |
| All | +337.4% | +1,251.7% | -914.3% | +416.1% |
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