-21.2%
LPLA vs IAG
+19.6%
-40.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | 0.0% |
| 7D | -0.9% | -7.7% | +6.7% | -0.5% |
| 30D | -9.5% | +1.6% | -11.1% | -9.7% |
| 3M | -21.9% | -2.4% | -19.4% | -22.0% |
| 6M | -2.6% | -7.8% | +5.2% | -2.7% |
| YTD | -17.8% | +5.0% | -22.8% | -21.1% |
| 1Y | -21.2% | +25.7% | -46.9% | -29.1% |
| All | -21.2% | +19.6% | -40.8% | -29.1% |
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