+458.0%
GME vs LPLA
+1,311.2%
-853.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +7.2% | -3.1% | +10.3% | +8.1% |
| 30D | +0.8% | -0.1% | +0.9% | +0.7% |
| 3M | -14.0% | +23.2% | -37.2% | -19.3% |
| 6M | -19.7% | +15.5% | -35.3% | -23.7% |
| YTD | -4.6% | +0.9% | -5.5% | -6.2% |
| 1Y | -14.3% | +0.2% | -14.5% | -16.3% |
| 3Y | +4.0% | +55.2% | -51.2% | -14.3% |
| 5Y | -62.2% | +145.4% | -207.6% | -73.2% |
| 10Y | +241.4% | +1,229.7% | -988.3% | +41.3% |
| All | +458.0% | +1,311.2% | -853.3% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling