+65.6%
GAP vs LPLA
+1,047.9%
-982.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | 0.0% |
| 7D | -5.2% | -2.9% | -2.3% | -4.0% |
| 30D | -6.9% | -10.2% | +3.3% | -3.3% |
| 3M | +5.7% | -22.3% | +28.1% | +16.6% |
| 6M | +0.9% | -0.6% | +1.5% | -0.9% |
| YTD | -14.5% | -17.9% | +3.5% | -9.8% |
| 1Y | -12.1% | -22.1% | +10.0% | -5.3% |
| 3Y | +72.2% | +29.3% | +42.9% | +41.8% |
| 5Y | +4.5% | +81.0% | -76.5% | -28.8% |
| 10Y | +3.3% | +772.5% | -769.2% | -59.4% |
| All | +65.6% | +1,047.9% | -982.3% | -45.8% |
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 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