+140.8%
IEMG vs LPLA
+1,251.7%
-1,110.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.8% |
| 7D | -1.3% | -1.5% | +0.3% | -0.9% |
| 30D | +1.9% | -6.0% | +7.9% | +3.3% |
| 3M | +1.4% | +24.0% | -22.6% | -3.9% |
| 6M | +15.2% | +17.0% | -1.8% | +10.2% |
| YTD | +23.8% | -0.7% | +24.5% | +22.6% |
| 1Y | +30.7% | +2.1% | +28.5% | +28.0% |
| 3Y | +83.3% | +48.7% | +34.6% | +58.6% |
| 5Y | +48.8% | +151.2% | -102.5% | +6.5% |
| All | +140.8% | +1,251.7% | -1,110.9% | +23.7% |
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 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