+135.4%
AGI vs LPLA
+1,275.5%
-1,140.0%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.5% |
| 7D | +4.4% | -2.1% | +6.5% | +4.3% |
| 30D | +10.0% | -3.3% | +13.3% | +9.9% |
| 3M | +1.7% | +23.5% | -21.8% | +2.3% |
| 6M | -26.8% | +12.0% | -38.8% | -26.5% |
| YTD | -5.3% | -1.7% | -3.7% | -5.3% |
| 1Y | +11.5% | +3.2% | +8.3% | +11.8% |
| 3Y | +212.9% | +46.2% | +166.7% | +218.3% |
| 5Y | +388.8% | +144.9% | +243.9% | +408.4% |
| 10Y | +383.6% | +1,195.1% | -811.5% | +446.0% |
| All | +135.4% | +1,275.5% | -1,140.0% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling