+592.9%
GS vs LPLA
+1,081.7%
-488.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -3.4% | -3.0% | -4.9% |
| 7D | -6.3% | +7.6% | -14.0% | -9.3% |
| 30D | -3.1% | -9.5% | +6.3% | +0.2% |
| 3M | -17.7% | -16.3% | -1.3% | -12.0% |
| 6M | -4.6% | -8.0% | +3.4% | -2.9% |
| YTD | +0.3% | -15.5% | +15.8% | +5.0% |
| 1Y | +11.7% | -19.4% | +31.1% | +19.4% |
| 3Y | +183.6% | +39.7% | +143.9% | +129.3% |
| 5Y | +141.0% | +83.0% | +57.9% | +63.4% |
| 10Y | +507.4% | +933.4% | -426.0% | +92.5% |
| All | +592.9% | +1,081.7% | -488.8% | +77.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling