+37.3%
GEHC vs LPLA
+40.3%
-3.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.5% |
| 7D | -2.3% | -2.8% | +0.5% | -1.9% |
| 30D | +19.0% | -10.2% | +29.2% | +20.4% |
| 3M | +13.3% | -22.3% | +35.6% | +17.0% |
| 6M | +31.5% | -0.5% | +32.0% | +30.2% |
| YTD | 0.0% | -17.9% | +17.8% | +1.8% |
| 1Y | +9.4% | -22.0% | +31.4% | +12.4% |
| 3Y | +18.3% | +29.4% | -11.1% | +15.1% |
| All | +37.3% | +40.3% | -3.0% | +45.9% |
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