-60.1%
GME vs LPLA
+145.5%
-205.6%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | +4.8% | -1.5% | +6.4% | +5.3% |
| 30D | +5.9% | -6.0% | +11.8% | +7.6% |
| 3M | -10.7% | +21.4% | -32.1% | -16.3% |
| 6M | -19.8% | +12.1% | -31.9% | -23.4% |
| YTD | -0.9% | -1.8% | +0.9% | -1.9% |
| 1Y | -15.7% | +3.2% | -18.9% | -18.5% |
| 3Y | +12.3% | +45.9% | -33.6% | -10.6% |
| 5Y | -60.1% | +144.7% | -204.7% | -80.5% |
| All | -60.1% | +145.5% | -205.6% | -80.5% |
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