+2,188.7%
GOOGL vs LPLA
+1,311.2%
+877.5%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | -2.3% | -3.1% | +0.8% | -1.5% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -8.9% | +23.2% | -32.2% | -13.6% |
| 6M | +11.9% | +15.5% | -3.7% | +7.5% |
| YTD | +8.3% | +0.9% | +7.5% | +7.1% |
| 1Y | +46.2% | +0.2% | +46.0% | +44.0% |
| 3Y | +151.9% | +55.2% | +96.6% | +117.3% |
| 5Y | +137.7% | +145.4% | -7.7% | +75.8% |
| 10Y | +757.6% | +1,229.7% | -472.1% | +310.2% |
| All | +2,188.7% | +1,311.2% | +877.5% | +908.2% |
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