+186.8%
GS vs LPLA
+38.6%
+148.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -5.1% |
| 7D | -6.3% | +7.6% | -14.0% | -8.8% |
| 30D | -3.1% | -9.5% | +6.3% | -0.1% |
| 3M | -17.7% | -16.3% | -1.3% | -12.6% |
| 6M | -4.6% | -8.0% | +3.4% | -2.9% |
| YTD | +0.3% | -15.5% | +15.8% | +4.8% |
| 1Y | +11.7% | -19.4% | +31.1% | +18.9% |
| All | +186.8% | +38.6% | +148.3% | +164.4% |
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