+49.9%
GDX vs LPLA
+3.3%
+46.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | +1.9% | -1.5% | +3.4% | +2.1% |
| 30D | +9.9% | -6.0% | +15.9% | +10.7% |
| 3M | +28.2% | +21.4% | +6.8% | +24.7% |
| 6M | -2.9% | +12.1% | -15.0% | -4.7% |
| YTD | +16.0% | -1.8% | +17.8% | +17.5% |
| 1Y | +49.9% | +3.2% | +46.7% | +51.7% |
| All | +49.9% | +3.3% | +46.5% | +51.7% |
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