+643.2%
GEV vs LPLA
+35.6%
+607.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.5% | +5.7% | +4.3% |
| 7D | +8.1% | -2.1% | +10.2% | +9.1% |
| 30D | -1.9% | -3.3% | +1.4% | -0.6% |
| 3M | +4.1% | +23.5% | -19.5% | -7.4% |
| 6M | +23.2% | +12.0% | +11.2% | +14.4% |
| YTD | +48.9% | -1.7% | +50.6% | +46.9% |
| 1Y | +62.2% | +3.2% | +59.0% | +55.2% |
| All | +643.2% | +35.6% | +607.6% | +525.2% |
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