+144.7%
LPLA vs IAG
+804.8%
-660.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.3% | -0.2% |
| 7D | -1.5% | +1.7% | -3.2% | -1.6% |
| 30D | -6.0% | +11.4% | -17.4% | -6.3% |
| 3M | +21.4% | +33.0% | -11.7% | +20.3% |
| 6M | +12.1% | -6.0% | +18.1% | +12.0% |
| YTD | -1.8% | +24.6% | -26.4% | -2.9% |
| 1Y | +3.2% | +105.0% | -101.8% | +0.8% |
| 3Y | +45.9% | +837.9% | -792.0% | +38.9% |
| 5Y | +144.7% | +817.0% | -672.3% | +126.6% |
| All | +144.7% | +804.8% | -660.2% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling