+363.2%
GPN vs LPLA
+1,275.5%
-912.3%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.8% | -2.5% |
| 7D | -0.7% | -2.1% | +1.4% | 0.0% |
| 30D | +3.8% | -3.3% | +7.2% | +5.0% |
| 3M | +39.2% | +23.5% | +15.6% | +28.6% |
| 6M | +17.9% | +12.0% | +5.9% | +12.3% |
| YTD | +16.4% | -1.7% | +18.0% | +15.2% |
| 1Y | +3.6% | +3.2% | +0.4% | +0.2% |
| 3Y | -26.7% | +46.2% | -72.9% | -39.3% |
| 5Y | -44.8% | +144.9% | -189.7% | -63.5% |
| 10Y | +24.1% | +1,195.1% | -1,170.9% | -52.7% |
| All | +363.2% | +1,275.5% | -912.3% | +58.2% |
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