+390.3%
GDDY vs LPLA
+820.6%
-430.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.3% |
| 7D | -3.2% | -1.5% | -1.7% | -2.7% |
| 30D | +6.8% | -6.0% | +12.8% | +8.6% |
| 3M | +30.5% | +24.0% | +6.4% | +22.3% |
| 6M | +13.3% | +17.0% | -3.7% | +7.6% |
| YTD | -21.0% | -0.7% | -20.3% | -21.9% |
| 1Y | -34.0% | +2.1% | -36.1% | -35.5% |
| 3Y | +33.1% | +48.7% | -15.6% | +14.1% |
| 5Y | +30.3% | +151.2% | -120.9% | -7.7% |
| 10Y | +205.5% | +1,238.3% | -1,032.7% | +39.1% |
| All | +390.3% | +820.6% | -430.2% | +125.3% |
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