-0.5%
GNRC vs LPLA
+3.8%
-4.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.1% | +2.8% |
| 7D | -0.2% | -1.5% | +1.4% | -0.1% |
| 30D | -15.7% | -6.0% | -9.7% | -15.3% |
| 3M | -27.3% | +24.0% | -51.4% | -29.3% |
| 6M | -12.1% | +17.0% | -29.0% | -14.2% |
| YTD | +37.1% | -0.7% | +37.8% | +38.1% |
| 1Y | -0.5% | +2.1% | -2.6% | -1.7% |
| All | -0.5% | +3.8% | -4.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling