+61.2%
GH vs LPLA
-21.6%
+82.7%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | +0.6% | -0.9% | +1.5% | +0.6% |
| 30D | -6.9% | -9.5% | +2.6% | -6.0% |
| 3M | -4.9% | -21.9% | +16.9% | -2.1% |
| 6M | +54.1% | -2.6% | +56.7% | +52.8% |
| YTD | +48.5% | -17.8% | +66.3% | +54.7% |
| 1Y | +61.2% | -21.2% | +82.3% | +69.0% |
| All | +61.2% | -21.6% | +82.7% | +69.0% |
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