+177.4%
GD vs LPLA
+892.4%
-715.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.1% | +1.4% |
| 7D | -3.0% | +2.3% | -5.3% | -3.7% |
| 30D | +9.3% | -7.7% | +17.0% | +11.0% |
| 3M | -7.2% | -15.7% | +8.5% | -3.6% |
| 6M | +5.5% | +0.8% | +4.6% | +4.0% |
| YTD | +9.5% | -14.2% | +23.7% | +12.0% |
| 1Y | +6.4% | -17.9% | +24.3% | +10.1% |
| 3Y | +59.8% | +36.1% | +23.8% | +37.7% |
| 5Y | +98.0% | +90.3% | +7.7% | +45.7% |
| 10Y | +177.4% | +841.0% | -663.6% | +26.8% |
| All | +177.4% | +892.4% | -715.1% | +26.8% |
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