-33.8%
GIS vs LPLA
+80.3%
-114.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.4% |
| 7D | -3.4% | -0.9% | -2.4% | -3.4% |
| 30D | +6.9% | -9.5% | +16.4% | +6.7% |
| 3M | -10.1% | -21.9% | +11.7% | -10.5% |
| 6M | +5.9% | -2.6% | +8.5% | +6.0% |
| YTD | -21.1% | -17.8% | -3.3% | -21.3% |
| 1Y | -22.5% | -21.2% | -1.3% | -22.7% |
| 3Y | -39.0% | +30.6% | -69.6% | -39.1% |
| All | -33.8% | +80.3% | -114.2% | -34.2% |
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 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