-55.2%
GLXY vs LPLA
-16.5%
-38.7%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.0% | +4.6% | -21.6% | -17.6% |
| 7D | -26.8% | +15.7% | -42.5% | -29.2% |
| 30D | -38.3% | -6.2% | -32.1% | -36.8% |
| 3M | -36.9% | -12.0% | -24.9% | -34.0% |
| 6M | -52.1% | -2.7% | -49.4% | -52.0% |
| YTD | -37.5% | -12.5% | -25.0% | -35.0% |
| 1Y | -55.2% | -16.5% | -38.7% | -48.2% |
| All | -55.2% | -16.5% | -38.7% | -48.2% |
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