-40.1%
GLXY vs LPLA
-22.3%
-17.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -1.8% | +7.0% | +5.5% |
| 7D | -14.6% | +4.1% | -18.8% | -15.5% |
| 30D | -36.2% | -9.0% | -27.2% | -35.0% |
| 3M | -30.1% | -17.6% | -12.5% | -26.5% |
| 6M | -56.1% | -8.8% | -47.3% | -55.6% |
| YTD | -38.9% | -17.0% | -21.9% | -35.4% |
| 1Y | -55.0% | -20.4% | -34.6% | -51.6% |
| All | -40.1% | -22.3% | -17.8% | -36.5% |
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