+171.0%
GSK vs LPLA
+1,311.2%
-1,140.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.9% |
| 7D | -1.8% | -3.1% | +1.2% | -1.5% |
| 30D | -2.2% | -0.1% | -2.1% | -2.2% |
| 3M | -1.8% | +23.2% | -25.0% | -4.5% |
| 6M | -10.6% | +15.5% | -26.1% | -12.5% |
| YTD | +4.4% | +0.9% | +3.5% | +3.7% |
| 1Y | +30.4% | +0.2% | +30.3% | +29.2% |
| 3Y | +60.1% | +55.2% | +4.8% | +46.2% |
| 5Y | +46.8% | +145.4% | -98.6% | +22.4% |
| 10Y | +79.2% | +1,229.7% | -1,150.4% | +10.9% |
| All | +171.0% | +1,311.2% | -1,140.3% | +55.8% |
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 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