+5.6%
GTLB vs LPLA
+29.4%
-23.8%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.6% |
| 30D | -10.2% | -9.5% | -0.7% | -8.2% |
| 3M | +10.1% | -21.9% | +32.0% | +17.5% |
| 6M | +116.5% | -2.6% | +119.1% | +114.9% |
| YTD | +27.2% | -17.8% | +45.0% | +33.1% |
| 1Y | +8.6% | -21.2% | +29.7% | +15.0% |
| 3Y | +5.6% | +30.6% | -25.1% | +7.0% |
| All | +5.6% | +29.4% | -23.8% | +7.0% |
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 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