+89.1%
GIS vs LPLA
+1,311.2%
-1,222.1%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.2% | -2.5% |
| 7D | -7.8% | -3.1% | -4.8% | -7.7% |
| 30D | +6.6% | -0.1% | +6.7% | +6.6% |
| 3M | +21.0% | +23.2% | -2.3% | +19.9% |
| 6M | -9.1% | +15.5% | -24.6% | -9.7% |
| YTD | -13.6% | +0.9% | -14.5% | -13.8% |
| 1Y | -18.0% | +0.2% | -18.2% | -18.2% |
| 3Y | -33.7% | +55.2% | -88.9% | -35.8% |
| 5Y | -19.4% | +145.4% | -164.9% | -24.9% |
| 10Y | -21.3% | +1,229.7% | -1,250.9% | -37.1% |
| All | +89.1% | +1,311.2% | -1,222.1% | +48.3% |
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