-8.6%
GAP vs LPLA
+3.3%
-12.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.5% |
| 7D | -3.2% | -1.5% | -1.6% | -2.9% |
| 30D | -0.7% | -6.0% | +5.3% | +0.2% |
| 3M | -0.5% | +21.4% | -21.8% | -2.4% |
| 6M | -5.0% | +12.1% | -17.1% | -5.4% |
| YTD | -14.7% | -1.8% | -12.8% | -13.5% |
| 1Y | -8.6% | +3.2% | -11.8% | -8.6% |
| All | -8.6% | +3.3% | -12.0% | -8.6% |
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