+737.6%
LPLA vs IAG
+384.2%
+353.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -5.1% | +2.1% | -2.9% |
| 7D | -2.8% | -2.1% | -0.7% | -2.7% |
| 30D | -10.2% | -6.2% | -4.0% | -10.1% |
| 3M | -22.3% | -5.1% | -17.1% | -22.3% |
| 6M | -0.5% | -10.0% | +9.5% | -0.5% |
| YTD | -17.9% | +3.9% | -21.8% | -18.1% |
| 1Y | -22.0% | +18.9% | -40.9% | -22.5% |
| 3Y | +29.4% | +651.8% | -622.4% | +26.4% |
| 5Y | +81.2% | +416.3% | -335.0% | +74.7% |
| All | +737.6% | +384.2% | +353.4% | +741.2% |
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 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