+34.6%
LPLA vs IAG
+696.0%
-661.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.1% |
| 7D | -3.2% | +3.4% | -6.6% | -3.3% |
| 30D | -8.6% | -2.7% | -5.9% | -8.7% |
| 3M | -18.7% | -0.5% | -18.2% | -18.8% |
| 6M | +4.5% | -4.8% | +9.4% | +4.4% |
| YTD | -15.3% | +9.6% | -24.9% | -16.1% |
| 1Y | -19.9% | +32.2% | -52.1% | -21.1% |
| All | +34.6% | +696.0% | -661.4% | +47.8% |
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