-34.7%
GFS vs LPLA
+78.4%
-113.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.8% |
| 7D | -7.8% | +4.1% | -12.0% | -9.2% |
| 30D | -19.7% | -9.0% | -10.6% | -17.6% |
| 3M | -23.1% | -17.6% | -5.5% | -18.7% |
| 6M | -46.4% | -8.8% | -37.5% | -45.7% |
| YTD | +11.0% | -17.0% | +28.1% | +14.9% |
| 1Y | +12.6% | -20.4% | +33.1% | +18.4% |
| 3Y | -24.9% | +35.4% | -60.4% | -37.9% |
| All | -34.7% | +78.4% | -113.1% | -58.3% |
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 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