+371.1%
GH vs LPLA
+375.8%
-4.7%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.1% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | -6.9% | -9.5% | +2.6% | -4.6% |
| 3M | -4.9% | -21.9% | +16.9% | +1.9% |
| 6M | +54.1% | -2.6% | +56.7% | +52.0% |
| YTD | +48.5% | -17.8% | +66.3% | +54.3% |
| 1Y | +61.2% | -21.2% | +82.3% | +69.8% |
| 3Y | +570.3% | +30.6% | +539.7% | +463.7% |
| 5Y | +46.1% | +81.3% | -35.2% | +4.7% |
| All | +371.1% | +375.8% | -4.7% | +103.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling