+101.1%
GOOGL vs LPLA
+80.3%
+20.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.0% | -1.0% |
| 7D | +3.9% | -0.9% | +4.8% | +4.0% |
| 30D | -14.9% | -9.5% | -5.4% | -13.6% |
| 3M | -14.6% | -21.9% | +7.3% | -10.7% |
| 6M | -26.4% | -2.6% | -23.8% | -26.6% |
| YTD | -5.3% | -17.8% | +12.5% | -2.8% |
| 1Y | +6.5% | -21.2% | +27.6% | +10.2% |
| 3Y | +126.0% | +30.6% | +95.4% | +105.5% |
| All | +101.1% | +80.3% | +20.8% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling