+38.6%
GEHC vs LPLA
+44.6%
-6.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.2% | +1.0% | -1.0% |
| 7D | -3.7% | -3.2% | -0.6% | -3.3% |
| 30D | +22.0% | -8.6% | +30.6% | +23.1% |
| 3M | +13.6% | -18.7% | +32.3% | +16.6% |
| 6M | +34.0% | +4.5% | +29.5% | +31.7% |
| YTD | +0.9% | -15.3% | +16.2% | +2.3% |
| 1Y | +12.7% | -19.9% | +32.6% | +15.4% |
| 3Y | +19.4% | +33.4% | -14.0% | +15.6% |
| All | +38.6% | +44.6% | -6.1% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling