+1,186.7%
LPLA vs IAG
+423.2%
+763.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | -0.6% |
| 7D | -3.7% | -4.1% | +0.4% | -3.6% |
| 30D | -6.4% | +10.6% | -17.0% | -6.5% |
| 3M | +20.2% | +35.4% | -15.2% | +19.6% |
| 6M | +12.8% | -9.5% | +22.4% | +12.8% |
| YTD | -2.5% | +21.8% | -24.3% | -3.0% |
| 1Y | +1.9% | +84.1% | -82.2% | +0.9% |
| 3Y | +45.0% | +817.4% | -772.4% | +41.9% |
| 5Y | +146.6% | +830.1% | -683.5% | +138.4% |
| All | +1,186.7% | +423.2% | +763.5% | +1,186.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling