+159.7%
GILD vs LPLA
+1,251.7%
-1,092.0%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.0% |
| 7D | -4.8% | -1.5% | -3.3% | -4.7% |
| 30D | +5.8% | -6.0% | +11.8% | +6.4% |
| 3M | +14.9% | +24.0% | -9.1% | +12.1% |
| 6M | -0.4% | +17.0% | -17.3% | -2.4% |
| YTD | +18.5% | -0.7% | +19.2% | +18.0% |
| 1Y | +25.1% | +2.1% | +23.0% | +23.9% |
| 3Y | +105.9% | +48.7% | +57.2% | +92.3% |
| 5Y | +143.0% | +151.2% | -8.3% | +108.6% |
| All | +159.7% | +1,251.7% | -1,092.0% | +64.3% |
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