+96.7%
GD vs LPLA
+79.1%
+17.6%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.8% |
| 7D | -3.9% | +7.6% | -11.5% | -5.0% |
| 30D | +8.1% | -9.5% | +17.5% | +9.4% |
| 3M | -6.8% | -16.3% | +9.6% | -4.6% |
| 6M | +3.0% | -8.0% | +11.0% | +3.7% |
| YTD | +7.8% | -15.5% | +23.3% | +9.7% |
| 1Y | +5.8% | -19.4% | +25.2% | +8.4% |
| 3Y | +55.3% | +39.7% | +15.6% | +42.9% |
| 5Y | +96.7% | +83.0% | +13.7% | +70.6% |
| All | +96.7% | +79.1% | +17.6% | +70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling