+13.1%
GSK vs LPLA
-16.5%
+29.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.6% | +0.4% | +4.6% |
| 7D | +4.9% | +15.7% | -10.8% | +3.7% |
| 30D | +9.9% | -6.2% | +16.1% | +10.1% |
| 3M | +0.2% | -12.0% | +12.2% | +0.7% |
| 6M | +2.3% | -2.7% | +5.1% | +2.2% |
| YTD | +7.1% | -12.5% | +19.6% | +7.0% |
| 1Y | +13.1% | -16.5% | +29.6% | +14.0% |
| All | +13.1% | -16.5% | +29.6% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling