+1,173.9%
GLW vs LPLA
+1,311.2%
-137.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -0.3% | +6.0% | +5.8% |
| 7D | +3.8% | -3.1% | +6.8% | +4.8% |
| 30D | -1.3% | -0.1% | -1.3% | -1.4% |
| 3M | -21.8% | +23.2% | -45.0% | -27.7% |
| 6M | +6.9% | +15.5% | -8.6% | +0.1% |
| YTD | +77.2% | +0.9% | +76.3% | +72.8% |
| 1Y | +123.2% | +0.2% | +123.1% | +117.1% |
| 3Y | +400.0% | +55.2% | +344.8% | +310.5% |
| 5Y | +342.8% | +145.4% | +197.4% | +196.8% |
| 10Y | +771.4% | +1,229.7% | -458.3% | +237.7% |
| All | +1,173.9% | +1,311.2% | -137.4% | +333.9% |
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