+755.6%
GOOGL vs LPLA
+1,251.7%
-496.1%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.9% | -0.1% | +1.3% |
| 7D | 0.0% | -1.5% | +1.6% | +0.4% |
| 30D | -1.4% | -6.0% | +4.6% | +0.2% |
| 3M | -5.3% | +24.0% | -29.4% | -10.7% |
| 6M | +9.8% | +17.0% | -7.2% | +4.8% |
| YTD | +8.4% | -0.7% | +9.0% | +7.4% |
| 1Y | +41.2% | +2.1% | +39.1% | +38.3% |
| 3Y | +149.6% | +48.7% | +100.9% | +114.5% |
| 5Y | +142.6% | +151.2% | -8.7% | +69.9% |
| All | +755.6% | +1,251.7% | -496.1% | +305.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling