+81.1%
IEMG vs LPLA
+43.8%
+37.2%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.9% |
| 7D | -0.9% | -3.7% | +2.8% | -0.5% |
| 30D | +2.1% | -6.4% | +8.5% | +2.7% |
| 3M | +4.6% | +20.2% | -15.6% | +2.4% |
| 6M | +14.0% | +12.8% | +1.2% | +12.3% |
| YTD | +22.3% | -2.5% | +24.8% | +22.3% |
| 1Y | +30.7% | +1.9% | +28.7% | +29.8% |
| All | +81.1% | +43.8% | +37.2% | +77.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling