+46.2%
LPLA vs AEIS
+173.5%
-127.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.0% |
| 7D | -2.1% | +8.1% | -10.2% | -3.3% |
| 30D | -3.3% | -11.1% | +7.8% | -1.8% |
| 3M | +23.5% | -5.6% | +29.2% | +22.4% |
| 6M | +12.0% | -0.6% | +12.6% | +7.8% |
| YTD | -1.7% | +38.0% | -39.7% | -14.0% |
| 1Y | +3.2% | +87.2% | -84.0% | -17.9% |
| 3Y | +46.2% | +179.7% | -133.5% | +4.4% |
| All | +46.2% | +173.5% | -127.3% | +4.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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