+4.4%
GOOGL vs LPLA
-16.5%
+20.9%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +4.6% | -1.5% | +2.6% |
| 7D | -11.1% | +15.7% | -26.8% | -12.7% |
| 30D | -16.6% | -6.2% | -10.4% | -15.4% |
| 3M | -23.4% | -12.0% | -11.4% | -21.5% |
| 6M | -24.5% | -2.7% | -21.8% | -24.1% |
| YTD | -7.5% | -12.5% | +5.0% | -6.2% |
| 1Y | +4.4% | -16.5% | +20.9% | +8.4% |
| All | +4.4% | -16.5% | +20.9% | +8.4% |
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