+65.6%
GAP vs LPLA
+1,049.0%
-983.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | 0.0% |
| 7D | -5.2% | -2.8% | -2.4% | -4.0% |
| 30D | -6.9% | -10.2% | +3.2% | -3.4% |
| 3M | +5.7% | -22.3% | +28.0% | +16.5% |
| 6M | +0.9% | -0.5% | +1.4% | -1.0% |
| YTD | -14.5% | -17.9% | +3.4% | -9.8% |
| 1Y | -12.1% | -22.0% | +9.9% | -5.3% |
| 3Y | +72.2% | +29.4% | +42.8% | +41.7% |
| 5Y | +4.5% | +81.2% | -76.7% | -28.8% |
| 10Y | +3.3% | +773.4% | -770.1% | -59.5% |
| All | +65.6% | +1,049.0% | -983.5% | -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