+73.5%
GAP vs LPLA
+1,311.2%
-1,237.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -4.5% | -3.1% | -1.4% | -3.2% |
| 30D | +9.0% | -0.1% | +9.1% | +9.2% |
| 3M | +5.0% | +23.2% | -18.2% | -4.4% |
| 6M | -17.8% | +15.5% | -33.4% | -23.8% |
| YTD | -10.4% | +0.9% | -11.3% | -12.5% |
| 1Y | -3.4% | +0.2% | -3.5% | -6.4% |
| 3Y | +111.5% | +55.2% | +56.3% | +62.5% |
| 5Y | +8.8% | +145.4% | -136.6% | -34.4% |
| 10Y | +32.9% | +1,229.7% | -1,196.8% | -53.8% |
| All | +73.5% | +1,311.2% | -1,237.8% | -47.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling