+627.7%
GEV vs LPLA
+35.3%
+592.3%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.0% |
| 7D | +3.2% | -1.5% | +4.7% | +3.9% |
| 30D | -4.0% | -6.0% | +2.0% | -1.4% |
| 3M | +3.4% | +21.4% | -18.0% | -7.1% |
| 6M | +14.7% | +12.1% | +2.6% | +6.4% |
| YTD | +45.8% | -1.8% | +47.6% | +44.0% |
| 1Y | +57.4% | +3.2% | +54.2% | +50.6% |
| All | +627.7% | +35.3% | +592.3% | +512.7% |
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