+64.2%
AIG vs LPLA
+1,251.7%
-1,187.5%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | -0.5% |
| 7D | -1.2% | -1.5% | +0.4% | -0.4% |
| 30D | -1.1% | -6.0% | +4.9% | +1.9% |
| 3M | +0.7% | +24.0% | -23.4% | -10.3% |
| 6M | -2.2% | +17.0% | -19.2% | -11.3% |
| YTD | -10.8% | -0.7% | -10.2% | -13.5% |
| 1Y | -2.0% | +2.1% | -4.1% | -7.4% |
| 3Y | +34.8% | +48.7% | -13.8% | -3.7% |
| 5Y | +55.0% | +151.2% | -96.2% | -25.0% |
| All | +64.2% | +1,251.7% | -1,187.5% | -59.2% |
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 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