+75.8%
GM vs LPLA
+147.5%
-71.7%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.2% |
| 7D | -2.4% | -1.5% | -0.9% | -1.9% |
| 30D | -1.1% | -6.0% | +4.9% | +1.0% |
| 3M | +6.1% | +24.0% | -17.9% | -2.0% |
| 6M | +15.0% | +17.0% | -2.0% | +7.7% |
| YTD | +6.0% | -0.7% | +6.7% | +4.8% |
| 1Y | +47.1% | +2.1% | +45.0% | +43.2% |
| 3Y | +170.5% | +48.7% | +121.8% | +117.0% |
| All | +75.8% | +147.5% | -71.7% | -4.9% |
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 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