-16.5%
LPLA vs IAG
+56.5%
-73.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.2% | -5.6% | +4.1% |
| 7D | +15.7% | +1.1% | +14.6% | +15.5% |
| 30D | -6.2% | -5.3% | -0.9% | -6.1% |
| 3M | -12.0% | +18.0% | -30.0% | -13.1% |
| 6M | -2.7% | +7.1% | -9.9% | -3.6% |
| YTD | -12.5% | +5.9% | -18.5% | -15.5% |
| 1Y | -16.5% | +59.4% | -75.9% | -26.2% |
| All | -16.5% | +56.5% | -73.1% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling