+3.4%
GEHC vs LPLA
+50.5%
-47.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.5% |
| 7D | -5.2% | -2.1% | -3.1% | -4.8% |
| 30D | -7.0% | -3.3% | -3.6% | -6.4% |
| 3M | +3.3% | +23.5% | -20.2% | -1.2% |
| 6M | -10.0% | +12.0% | -22.0% | -12.4% |
| YTD | -18.5% | -1.7% | -16.8% | -18.7% |
| 1Y | -14.4% | +3.2% | -17.6% | -15.9% |
| 3Y | +3.4% | +46.2% | -42.8% | +0.1% |
| All | +3.4% | +50.5% | -47.0% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling