+6.1%
GD vs LPLA
-19.0%
+25.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.2% | +0.3% |
| 7D | +0.6% | -3.2% | +3.8% | +1.1% |
| 30D | +9.5% | -8.6% | +18.1% | +10.6% |
| 3M | -5.8% | -18.7% | +12.8% | -3.0% |
| 6M | +7.7% | +4.5% | +3.2% | +6.2% |
| YTD | +11.1% | -15.3% | +26.4% | +14.8% |
| 1Y | +6.1% | -19.9% | +26.0% | +11.1% |
| All | +6.1% | -19.0% | +25.1% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling