+738.1%
LPLA vs IAG
+389.3%
+348.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.9% | -7.7% | +6.7% | -0.8% |
| 30D | -9.5% | +1.6% | -11.1% | -9.6% |
| 3M | -21.9% | -2.4% | -19.4% | -21.9% |
| 6M | -2.6% | -7.8% | +5.2% | -2.6% |
| YTD | -17.8% | +5.0% | -22.8% | -18.1% |
| 1Y | -21.2% | +25.7% | -46.9% | -21.7% |
| 3Y | +30.6% | +694.5% | -663.9% | +27.5% |
| 5Y | +81.3% | +421.7% | -340.3% | +74.8% |
| All | +738.1% | +389.3% | +348.9% | +741.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling