+401.3%
GH vs LPLA
+484.1%
-82.8%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | -0.1% | -3.1% | +3.0% | +0.9% |
| 30D | -1.1% | -0.1% | -1.0% | -1.3% |
| 3M | +21.3% | +23.2% | -1.9% | +12.2% |
| 6M | +73.5% | +15.5% | +58.0% | +62.8% |
| YTD | +58.0% | +0.9% | +57.1% | +55.1% |
| 1Y | +163.1% | +0.2% | +162.9% | +157.1% |
| 3Y | +361.0% | +55.2% | +305.8% | +270.0% |
| 5Y | +22.5% | +145.4% | -122.9% | -20.3% |
| All | +401.3% | +484.1% | -82.8% | +104.5% |
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