+24.4%
GH vs LPLA
+145.5%
-121.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.2% | -1.5% | +1.4% | +0.3% |
| 30D | -2.6% | -6.0% | +3.3% | -0.9% |
| 3M | +25.1% | +21.4% | +3.7% | +16.6% |
| 6M | +78.5% | +12.1% | +66.4% | +69.7% |
| YTD | +59.4% | -1.8% | +61.2% | +58.3% |
| 1Y | +173.9% | +3.2% | +170.7% | +165.4% |
| 3Y | +382.7% | +45.9% | +336.8% | +296.9% |
| 5Y | +24.4% | +144.7% | -120.2% | -21.2% |
| All | +24.4% | +145.5% | -121.1% | -21.2% |
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