+339.2%
GLW vs LPLA
+29.4%
+309.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.4% | -4.3% |
| 7D | +7.7% | -0.9% | +8.7% | +7.9% |
| 30D | -18.8% | -9.5% | -9.3% | -17.7% |
| 3M | -27.7% | -21.9% | -5.9% | -24.6% |
| 6M | -44.4% | -2.6% | -41.8% | -45.0% |
| YTD | +31.3% | -17.8% | +49.1% | +35.8% |
| 1Y | +40.0% | -21.2% | +61.2% | +46.9% |
| 3Y | +339.2% | +30.6% | +308.6% | +324.1% |
| All | +339.2% | +29.4% | +309.9% | +324.1% |
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 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