+132.0%
GLW vs LPLA
+4.5%
+127.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.5% | +10.1% | +7.5% |
| 7D | +14.0% | -2.1% | +16.1% | +13.9% |
| 30D | +0.4% | -3.3% | +3.7% | +0.3% |
| 3M | -11.3% | +23.5% | -34.9% | -12.1% |
| 6M | +35.1% | +12.0% | +23.1% | +36.3% |
| YTD | +90.5% | -1.7% | +92.2% | +100.4% |
| 1Y | +132.0% | +3.2% | +128.8% | +144.4% |
| All | +132.0% | +4.5% | +127.5% | +144.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling