+495.4%
GE vs LPLA
+1,311.2%
-815.8%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.5% |
| 30D | -11.6% | -0.1% | -11.5% | -11.6% |
| 3M | +3.0% | +23.2% | -20.2% | -4.8% |
| 6M | -0.5% | +15.5% | -16.1% | -6.5% |
| YTD | +9.7% | +0.9% | +8.9% | +7.5% |
| 1Y | +20.0% | +0.2% | +19.9% | +16.9% |
| 3Y | +275.8% | +55.2% | +220.6% | +203.5% |
| 5Y | +429.1% | +145.4% | +283.6% | +246.4% |
| 10Y | +151.2% | +1,229.7% | -1,078.5% | -0.9% |
| All | +495.4% | +1,311.2% | -815.8% | +104.0% |
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