+158.6%
GE vs LPLA
+797.0%
-638.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.2% | +3.7% | +2.4% |
| 7D | +4.0% | -3.2% | +7.2% | +5.4% |
| 30D | +11.1% | -8.6% | +19.7% | +14.3% |
| 3M | -6.7% | -18.7% | +11.9% | +0.5% |
| 6M | +14.3% | +4.5% | +9.7% | +9.7% |
| YTD | +11.7% | -15.3% | +27.1% | +15.8% |
| 1Y | +10.9% | -19.9% | +30.8% | +17.6% |
| 3Y | +279.0% | +33.4% | +245.6% | +204.2% |
| 5Y | +427.0% | +87.4% | +339.6% | +235.8% |
| 10Y | +158.6% | +800.4% | -641.9% | -8.5% |
| All | +158.6% | +797.0% | -638.5% | -8.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling