+1,841.1%
GNRC vs LPLA
+1,273.0%
+568.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | +3.2% | -1.5% | +4.7% | +3.7% |
| 30D | -9.5% | -6.0% | -3.5% | -7.7% |
| 3M | -28.5% | +21.4% | -49.9% | -33.8% |
| 6M | -10.0% | +12.1% | -22.0% | -14.9% |
| YTD | +36.7% | -1.8% | +38.6% | +34.6% |
| 1Y | +2.6% | +3.2% | -0.6% | -1.1% |
| 3Y | +61.9% | +45.9% | +16.0% | +33.1% |
| 5Y | -59.0% | +144.7% | -203.7% | -73.2% |
| 10Y | +444.8% | +1,222.4% | -777.7% | +75.7% |
| All | +1,841.1% | +1,273.0% | +568.0% | +419.3% |
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