+143.8%
GOOGL vs LPLA
+44.8%
+99.0%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | -1.9% | -1.5% | -0.3% | -1.6% |
| 30D | -7.5% | -6.0% | -1.5% | -6.4% |
| 3M | -9.2% | +21.4% | -30.5% | -12.2% |
| 6M | +8.1% | +12.1% | -4.0% | +5.6% |
| YTD | +5.8% | -1.8% | +7.7% | +5.5% |
| 1Y | +38.3% | +3.2% | +35.1% | +36.3% |
| All | +143.8% | +44.8% | +99.0% | +133.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling