+348.6%
GLW vs LPLA
+150.0%
+198.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | -3.1% | +6.8% | +4.5% |
| 30D | -1.3% | -0.1% | -1.3% | -1.4% |
| 3M | -21.8% | +23.2% | -45.0% | -26.5% |
| 6M | +6.9% | +15.5% | -8.6% | +1.7% |
| YTD | +77.2% | +0.9% | +76.3% | +75.1% |
| 1Y | +123.2% | +0.2% | +123.1% | +120.2% |
| 3Y | +400.0% | +55.2% | +344.8% | +332.2% |
| All | +348.6% | +150.0% | +198.6% | +204.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling