+144.9%
LPLA vs AEIS
+228.8%
-83.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.8% | -5.3% | -3.1% |
| 7D | -2.1% | +8.1% | -10.2% | -3.8% |
| 30D | -3.3% | -11.1% | +7.8% | -1.2% |
| 3M | +23.5% | -5.6% | +29.2% | +22.0% |
| 6M | +12.0% | -0.6% | +12.6% | +6.8% |
| YTD | -1.7% | +38.0% | -39.7% | -16.1% |
| 1Y | +3.2% | +87.2% | -84.0% | -21.1% |
| 3Y | +46.2% | +179.7% | -133.5% | -6.7% |
| 5Y | +144.9% | +241.7% | -96.8% | +36.1% |
| All | +144.9% | +228.8% | -83.9% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling