+65.3%
GSK vs LPLA
+29.4%
+35.9%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +1.1% | -0.9% | +2.1% | +1.2% |
| 30D | +6.3% | -9.5% | +15.8% | +6.4% |
| 3M | +1.8% | -21.9% | +23.7% | +1.7% |
| 6M | +1.7% | -2.6% | +4.3% | +1.8% |
| YTD | +6.5% | -17.8% | +24.4% | +6.4% |
| 1Y | +9.5% | -21.2% | +30.7% | +9.2% |
| 3Y | +65.3% | +30.6% | +34.7% | +61.4% |
| All | +65.3% | +29.4% | +35.9% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling