+46.2%
LPLA vs IAG
+797.8%
-751.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.8% | -0.7% | -2.5% |
| 7D | -2.1% | +4.3% | -6.3% | -2.2% |
| 30D | -3.3% | +9.8% | -13.1% | -3.7% |
| 3M | +23.5% | +28.9% | -5.4% | +22.4% |
| 6M | +12.0% | -7.6% | +19.6% | +12.0% |
| YTD | -1.7% | +22.0% | -23.6% | -2.8% |
| 1Y | +3.2% | +99.5% | -96.3% | +0.5% |
| 3Y | +46.2% | +818.3% | -772.1% | +48.1% |
| All | +46.2% | +797.8% | -751.6% | +48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling