+665.9%
GD vs LPLA
+1,081.7%
-415.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.5% |
| 7D | -3.9% | +7.6% | -11.5% | -5.7% |
| 30D | +8.1% | -9.5% | +17.5% | +10.2% |
| 3M | -6.8% | -16.3% | +9.6% | -3.2% |
| 6M | +3.0% | -8.0% | +11.0% | +4.0% |
| YTD | +7.8% | -15.5% | +23.3% | +10.5% |
| 1Y | +5.8% | -19.4% | +25.2% | +9.7% |
| 3Y | +55.3% | +39.7% | +15.6% | +35.0% |
| 5Y | +96.7% | +83.0% | +13.7% | +52.7% |
| 10Y | +195.4% | +933.4% | -738.0% | +40.9% |
| All | +665.9% | +1,081.7% | -415.8% | +217.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling