+356.1%
GLW vs LPLA
+37.6%
+318.5%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +3.4% | +5.9% | +8.7% |
| 7D | -5.9% | +2.3% | -8.2% | -6.2% |
| 30D | -26.0% | -7.7% | -18.3% | -25.1% |
| 3M | -29.9% | -15.7% | -14.2% | -27.8% |
| 6M | -37.8% | +0.8% | -38.6% | -38.8% |
| YTD | +33.1% | -14.2% | +47.4% | +36.8% |
| 1Y | +36.8% | -17.9% | +54.7% | +42.7% |
| 3Y | +356.1% | +36.1% | +320.0% | +337.0% |
| All | +356.1% | +37.6% | +318.5% | +337.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling