+1,117.8%
LPLA vs IAG
+15.3%
+1,102.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -2.2% |
| 7D | -3.2% | +3.4% | -6.6% | -3.2% |
| 30D | -8.6% | -2.7% | -5.9% | -8.6% |
| 3M | -18.7% | -0.5% | -18.2% | -18.7% |
| 6M | +4.5% | -4.8% | +9.4% | +4.5% |
| YTD | -15.3% | +9.6% | -24.9% | -15.4% |
| 1Y | -19.9% | +32.2% | -52.1% | -20.1% |
| 3Y | +33.4% | +692.5% | -659.1% | +32.9% |
| 5Y | +87.4% | +447.6% | -360.2% | +85.4% |
| 10Y | +800.4% | +403.3% | +397.1% | +798.2% |
| All | +1,117.8% | +15.3% | +1,102.5% | +1,274.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling