-30.0%
GLXY vs LPLA
-20.6%
-9.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | -2.2% | +15.4% | +13.5% |
| 7D | +14.3% | -3.2% | +17.5% | +14.8% |
| 30D | -19.6% | -8.6% | -11.0% | -18.0% |
| 3M | -20.7% | -18.7% | -2.0% | -15.7% |
| 6M | -49.6% | +4.5% | -54.1% | -52.6% |
| YTD | -28.6% | -15.3% | -13.3% | -24.7% |
| 1Y | -48.0% | -19.9% | -28.2% | -44.2% |
| All | -30.0% | -20.6% | -9.3% | -26.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling