+29.6%
GAP vs LPLA
+1,198.0%
-1,168.3%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -3.2% | -1.5% | -1.6% | -2.4% |
| 30D | -0.7% | -6.0% | +5.3% | +2.6% |
| 3M | -0.5% | +21.4% | -21.8% | -10.8% |
| 6M | -5.0% | +12.1% | -17.1% | -12.3% |
| YTD | -14.7% | -1.8% | -12.8% | -16.1% |
| 1Y | -8.6% | +3.2% | -11.8% | -13.9% |
| 3Y | +108.4% | +45.9% | +62.4% | +51.9% |
| 5Y | +5.8% | +144.7% | -138.9% | -48.2% |
| 10Y | +29.6% | +1,222.4% | -1,192.8% | -72.8% |
| All | +29.6% | +1,198.0% | -1,168.3% | -72.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling