-44.2%
GPN vs LPLA
+142.4%
-186.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.4% | +2.0% |
| 7D | -3.5% | -3.7% | +0.2% | -2.3% |
| 30D | +3.1% | -6.4% | +9.5% | +5.3% |
| 3M | +42.3% | +20.2% | +22.1% | +33.5% |
| 6M | +20.9% | +12.8% | +8.0% | +15.2% |
| YTD | +15.2% | -2.5% | +17.7% | +14.5% |
| 1Y | +5.4% | +1.9% | +3.5% | +2.5% |
| 3Y | -27.4% | +45.0% | -72.4% | -39.1% |
| 5Y | -44.2% | +146.6% | -190.8% | -67.0% |
| All | -44.2% | +142.4% | -186.6% | -67.0% |
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