+1,350.8%
LPLA vs IAG
+30.7%
+1,320.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.3% |
| 7D | -3.1% | -0.5% | -2.5% | -3.1% |
| 30D | -0.1% | +28.9% | -29.0% | -0.3% |
| 3M | +23.2% | +19.1% | +4.1% | +23.1% |
| 6M | +15.5% | -10.3% | +25.8% | +15.5% |
| YTD | +0.9% | +24.2% | -23.3% | +0.7% |
| 1Y | +0.2% | +116.5% | -116.3% | -0.3% |
| 3Y | +55.2% | +742.8% | -687.6% | +54.5% |
| 5Y | +145.4% | +753.3% | -607.9% | +143.0% |
| 10Y | +1,229.7% | +403.2% | +826.5% | +1,225.0% |
| All | +1,350.8% | +30.7% | +1,320.1% | +1,537.1% |
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 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