+176.5%
GLD vs LPLA
+1,084.6%
-908.1%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.2% |
| 7D | -2.0% | -3.2% | +1.2% | -2.1% |
| 30D | -4.4% | -8.6% | +4.2% | -4.7% |
| 3M | -8.9% | -18.7% | +9.8% | -9.5% |
| 6M | -16.0% | +4.5% | -20.5% | -15.7% |
| YTD | -7.9% | -15.3% | +7.5% | -8.2% |
| 1Y | -3.9% | -19.9% | +16.0% | -4.4% |
| 3Y | +103.4% | +33.4% | +70.0% | +107.5% |
| 5Y | +109.7% | +87.4% | +22.3% | +118.1% |
| 10Y | +211.8% | +800.4% | -588.6% | +252.0% |
| All | +176.5% | +1,084.6% | -908.1% | +218.1% |
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