+387.8%
GH vs LPLA
+44.8%
+343.0%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.2% | -1.5% | +1.4% | +0.1% |
| 30D | -2.6% | -6.0% | +3.3% | -1.5% |
| 3M | +25.1% | +21.4% | +3.7% | +19.6% |
| 6M | +78.5% | +12.1% | +66.4% | +73.0% |
| YTD | +59.4% | -1.8% | +61.2% | +59.3% |
| 1Y | +173.9% | +3.2% | +170.7% | +169.6% |
| All | +387.8% | +44.8% | +343.0% | +384.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling