+140.2%
GS vs LPLA
+81.7%
+58.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.2% |
| 3M | -17.7% | -16.3% | -1.3% | -12.7% |
| 6M | -4.6% | -8.0% | +3.4% | -3.0% |
| YTD | +0.3% | -15.5% | +15.8% | +4.6% |
| 1Y | +11.7% | -19.4% | +31.1% | +18.6% |
| 3Y | +183.6% | +39.7% | +143.9% | +139.9% |
| All | +140.2% | +81.7% | +58.5% | +66.8% |
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