+438.8%
GS vs LPLA
+758.1%
-319.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.3% | +0.3% |
| 7D | +5.9% | -0.9% | +6.8% | +6.3% |
| 30D | +4.3% | -9.5% | +13.8% | +8.3% |
| 3M | -11.7% | -21.9% | +10.2% | -1.8% |
| 6M | -3.2% | -2.6% | -0.6% | -4.0% |
| YTD | +5.8% | -17.8% | +23.6% | +12.6% |
| 1Y | +16.0% | -21.2% | +37.2% | +26.0% |
| 3Y | +199.8% | +30.6% | +169.1% | +142.3% |
| 5Y | +155.5% | +81.3% | +74.2% | +60.8% |
| All | +438.8% | +758.1% | -319.2% | +51.2% |
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