+76.7%
GSK vs LPLA
+1,226.8%
-1,150.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.0% |
| 7D | -5.4% | -3.7% | -1.7% | -5.0% |
| 30D | -4.6% | -6.4% | +1.8% | -3.9% |
| 3M | -5.1% | +20.2% | -25.3% | -7.2% |
| 6M | -11.4% | +12.8% | -24.3% | -12.9% |
| YTD | +0.7% | -2.5% | +3.2% | +0.5% |
| 1Y | +23.0% | +1.9% | +21.1% | +21.8% |
| 3Y | +48.0% | +45.0% | +3.0% | +36.7% |
| 5Y | +48.2% | +146.6% | -98.4% | +23.2% |
| All | +76.7% | +1,226.8% | -1,150.1% | +15.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling