+155.4%
GS vs LPLA
+92.2%
+63.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.6% | +0.1% |
| 7D | +1.6% | +3.6% | -2.1% | +0.3% |
| 30D | +1.7% | -6.8% | +8.4% | +3.6% |
| 3M | -11.6% | -17.0% | +5.4% | -5.9% |
| 6M | -1.9% | +1.8% | -3.7% | -4.1% |
| YTD | +5.1% | -13.4% | +18.4% | +8.6% |
| 1Y | +16.4% | -17.5% | +33.9% | +22.6% |
| 3Y | +199.0% | +36.5% | +162.5% | +155.4% |
| All | +155.4% | +92.2% | +63.1% | +74.5% |
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