-12.5%
GDDY vs LPLA
-16.5%
+4.0%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +4.6% | -0.4% | +3.6% |
| 7D | +11.1% | +15.7% | -4.7% | +9.0% |
| 30D | +18.6% | -6.2% | +24.8% | +19.4% |
| 3M | +32.8% | -12.0% | +44.8% | +34.5% |
| 6M | +34.0% | -2.7% | +36.8% | +34.7% |
| YTD | -4.6% | -12.5% | +7.9% | -2.9% |
| 1Y | -12.5% | -16.5% | +4.1% | -9.8% |
| All | -12.5% | -16.5% | +4.0% | -9.8% |
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 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