+666.0%
GRMN vs LPLA
+1,251.7%
-585.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +1.9% | +2.0% | +3.4% |
| 7D | +2.0% | -1.5% | +3.6% | +2.4% |
| 30D | -8.8% | -6.0% | -2.8% | -7.4% |
| 3M | +19.0% | +24.0% | -5.0% | +12.2% |
| 6M | +20.7% | +17.0% | +3.7% | +15.0% |
| YTD | +40.5% | -0.7% | +41.2% | +39.2% |
| 1Y | +19.1% | +2.1% | +17.0% | +16.7% |
| 3Y | +182.7% | +48.7% | +134.0% | +145.3% |
| 5Y | +82.3% | +151.2% | -68.9% | +30.0% |
| All | +666.0% | +1,251.7% | -585.7% | +262.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling