+104.2%
GSK vs LPLA
+757.5%
-653.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.4% |
| 7D | +0.5% | -2.8% | +3.2% | +0.8% |
| 30D | +9.4% | -10.2% | +19.6% | +10.7% |
| 3M | +1.6% | -22.3% | +23.9% | +4.3% |
| 6M | +1.3% | -0.5% | +1.8% | +1.0% |
| YTD | +6.0% | -17.9% | +23.9% | +7.6% |
| 1Y | +9.1% | -22.0% | +31.1% | +11.4% |
| 3Y | +65.4% | +29.4% | +36.0% | +54.1% |
| 5Y | +43.0% | +81.2% | -38.2% | +23.6% |
| All | +104.2% | +757.5% | -653.4% | +45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling