-2.4%
GFS vs LPLA
+113.3%
-115.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +1.0% | -3.1% | +4.1% | +2.1% |
| 30D | -8.6% | -0.1% | -8.5% | -8.7% |
| 3M | -46.5% | +23.2% | -69.8% | -50.7% |
| 6M | -4.8% | +15.5% | -20.4% | -10.6% |
| YTD | +29.7% | +0.9% | +28.8% | +26.7% |
| 1Y | +35.8% | +0.2% | +35.7% | +32.3% |
| 3Y | -18.3% | +55.2% | -73.6% | -34.4% |
| All | -2.4% | +113.3% | -115.7% | -37.7% |
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 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