+206.1%
GLD vs LPLA
+758.1%
-551.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -4.6% | -0.9% | -3.6% | -4.6% |
| 30D | -5.5% | -9.5% | +4.0% | -5.7% |
| 3M | -10.9% | -21.9% | +11.0% | -11.5% |
| 6M | -17.4% | -2.6% | -14.8% | -17.4% |
| YTD | -10.3% | -17.8% | +7.5% | -10.6% |
| 1Y | -7.2% | -21.2% | +14.0% | -7.6% |
| 3Y | +96.9% | +30.6% | +66.3% | +100.2% |
| 5Y | +103.8% | +81.3% | +22.4% | +110.3% |
| All | +206.1% | +758.1% | -551.9% | +242.7% |
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