-17.3%
GIS vs LPLA
+758.1%
-775.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | -0.9% | -2.4% | -3.3% |
| 30D | +6.9% | -9.5% | +16.4% | +7.1% |
| 3M | -10.1% | -21.9% | +11.7% | -9.7% |
| 6M | +5.9% | -2.6% | +8.5% | +5.9% |
| YTD | -21.1% | -17.8% | -3.3% | -20.9% |
| 1Y | -22.5% | -21.2% | -1.3% | -22.2% |
| 3Y | -39.0% | +30.6% | -69.6% | -40.1% |
| 5Y | -33.3% | +81.3% | -114.7% | -36.1% |
| All | -17.3% | +758.1% | -775.3% | -27.9% |
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