-26.9%
GPN vs LPLA
+46.5%
-73.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.5% |
| 7D | -4.3% | -1.5% | -2.8% | -3.9% |
| 30D | 0.0% | -6.0% | +6.0% | +1.6% |
| 3M | +35.8% | +24.0% | +11.8% | +27.8% |
| 6M | +22.0% | +17.0% | +5.0% | +16.1% |
| YTD | +15.2% | -0.7% | +15.9% | +13.8% |
| 1Y | +3.5% | +2.1% | +1.4% | +0.9% |
| 3Y | -26.9% | +48.7% | -75.6% | -32.1% |
| All | -26.9% | +46.5% | -73.5% | -32.1% |
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