-22.9%
GIS vs LPLA
+145.5%
-168.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -8.6% | -1.5% | -7.1% | -8.6% |
| 30D | -0.5% | -6.0% | +5.5% | -0.5% |
| 3M | +11.9% | +21.4% | -9.5% | +12.3% |
| 6M | -11.6% | +12.1% | -23.7% | -11.4% |
| YTD | -16.3% | -1.8% | -14.5% | -16.3% |
| 1Y | -21.8% | +3.2% | -25.0% | -21.6% |
| 3Y | -35.7% | +45.9% | -81.6% | -35.8% |
| 5Y | -22.9% | +144.7% | -167.5% | -26.4% |
| All | -22.9% | +145.5% | -168.4% | -26.4% |
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