+212.2%
GLD vs LPLA
+892.4%
-680.2%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +2.0% |
| 7D | +4.9% | +2.3% | +2.6% | +5.0% |
| 30D | -1.3% | -7.7% | +6.4% | -1.5% |
| 3M | -4.8% | -15.7% | +10.9% | -5.2% |
| 6M | -12.5% | +0.8% | -13.3% | -12.4% |
| YTD | -4.2% | -14.2% | +10.0% | -4.5% |
| 1Y | +3.0% | -17.9% | +21.0% | +2.6% |
| 3Y | +109.1% | +36.1% | +73.0% | +112.9% |
| 5Y | +121.6% | +90.3% | +31.2% | +129.1% |
| 10Y | +212.2% | +841.0% | -628.8% | +253.6% |
| All | +212.2% | +892.4% | -680.2% | +253.6% |
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