+53.9%
GD vs LPLA
+36.1%
+17.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.1% | -0.4% |
| 7D | -5.0% | +4.1% | -9.1% | -5.5% |
| 30D | +8.9% | -9.0% | +17.9% | +9.9% |
| 3M | -8.0% | -17.6% | +9.6% | -6.1% |
| 6M | +2.9% | -8.8% | +11.7% | +3.6% |
| YTD | +7.1% | -17.0% | +24.1% | +9.0% |
| 1Y | +5.9% | -20.4% | +26.3% | +8.3% |
| 3Y | +53.9% | +35.4% | +18.4% | +51.1% |
| All | +53.9% | +36.1% | +17.8% | +51.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling