-7.7%
GAP vs LPLA
-19.0%
+11.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.2% | +0.2% | -1.5% |
| 7D | -9.3% | -3.2% | -6.2% | -8.7% |
| 30D | -5.5% | -8.6% | +3.1% | -4.2% |
| 3M | +3.5% | -18.7% | +22.2% | +7.3% |
| 6M | +0.7% | +4.5% | -3.9% | +0.7% |
| YTD | -13.4% | -15.3% | +2.0% | -9.5% |
| 1Y | -7.7% | -19.9% | +12.2% | -1.5% |
| All | -7.7% | -19.0% | +11.4% | -1.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling