+142.4%
GILD vs LPLA
+147.5%
-5.1%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -0.9% |
| 7D | -4.8% | -1.5% | -3.3% | -4.7% |
| 30D | +5.8% | -6.0% | +11.8% | +6.3% |
| 3M | +14.9% | +24.0% | -9.1% | +12.8% |
| 6M | -0.4% | +17.0% | -17.3% | -1.8% |
| YTD | +18.5% | -0.7% | +19.2% | +18.2% |
| 1Y | +25.1% | +2.1% | +23.0% | +24.3% |
| 3Y | +105.9% | +48.7% | +57.2% | +95.1% |
| All | +142.4% | +147.5% | -5.1% | +115.8% |
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