-50.6%
GME vs LPLA
+80.3%
-130.9%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +2.9% | -0.9% | +3.8% | +3.1% |
| 30D | -4.8% | -9.5% | +4.7% | -2.7% |
| 3M | +39.2% | -21.9% | +61.1% | +47.5% |
| 6M | +17.1% | -2.6% | +19.7% | +15.7% |
| YTD | +28.7% | -17.8% | +46.5% | +32.7% |
| 1Y | +23.3% | -21.2% | +44.5% | +28.5% |
| 3Y | +112.9% | +30.6% | +82.3% | +70.9% |
| All | -50.6% | +80.3% | -130.9% | -71.0% |
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