+218.0%
IAU vs LPLA
+1,226.8%
-1,008.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.7% |
| 7D | -3.4% | -3.7% | +0.3% | -3.5% |
| 30D | -1.1% | -6.4% | +5.3% | -1.3% |
| 3M | +5.8% | +20.2% | -14.3% | +6.5% |
| 6M | -16.9% | +12.8% | -29.8% | -16.6% |
| YTD | +0.1% | -2.5% | +2.6% | +0.2% |
| 1Y | +18.4% | +1.9% | +16.5% | +18.7% |
| 3Y | +123.6% | +45.0% | +78.6% | +127.8% |
| 5Y | +138.7% | +146.6% | -7.9% | +148.4% |
| All | +218.0% | +1,226.8% | -1,008.8% | +258.3% |
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