+188.7%
GD vs LPLA
+1,230.5%
-1,041.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | -5.3% | -3.1% | -2.2% | -4.5% |
| 30D | -6.4% | -0.1% | -6.3% | -6.5% |
| 3M | +5.7% | +23.2% | -17.5% | -0.2% |
| 6M | -0.9% | +15.5% | -16.5% | -5.4% |
| YTD | +8.2% | +0.9% | +7.3% | +6.8% |
| 1Y | +13.4% | +0.2% | +13.3% | +11.6% |
| 3Y | +68.5% | +55.2% | +13.3% | +41.3% |
| 5Y | +97.2% | +145.4% | -48.3% | +35.7% |
| All | +188.7% | +1,230.5% | -1,041.9% | +22.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling