+17.5%
GFS vs LPLA
-18.3%
+35.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.4% | +1.5% | +4.6% |
| 7D | -3.1% | +2.3% | -5.4% | -3.2% |
| 30D | -16.0% | -7.7% | -8.4% | -15.3% |
| 3M | -24.7% | -15.7% | -9.0% | -23.7% |
| 6M | -45.1% | +0.8% | -46.0% | -45.4% |
| YTD | +16.5% | -14.2% | +30.7% | +14.5% |
| All | +17.5% | -18.3% | +35.8% | +19.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling