+1,003.6%
GILD vs LPLA
+1,289.5%
-285.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.9% | -2.6% | -1.0% |
| 7D | -4.8% | -1.5% | -3.3% | -4.6% |
| 30D | +5.8% | -6.0% | +11.8% | +6.7% |
| 3M | +14.9% | +24.0% | -9.1% | +11.2% |
| 6M | -0.4% | +17.0% | -17.3% | -3.1% |
| YTD | +18.5% | -0.7% | +19.2% | +17.7% |
| 1Y | +25.1% | +2.1% | +23.0% | +23.4% |
| 3Y | +105.9% | +48.7% | +57.2% | +88.1% |
| 5Y | +143.0% | +151.2% | -8.3% | +98.5% |
| 10Y | +162.4% | +1,238.3% | -1,075.9% | +43.8% |
| All | +1,003.6% | +1,289.5% | -285.9% | +464.2% |
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 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