-60.1%
GTLB vs LPLA
+80.3%
-140.4%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -0.7% | -0.9% | +0.2% | -0.5% |
| 30D | -10.2% | -9.5% | -0.7% | -7.2% |
| 3M | +10.1% | -21.9% | +32.0% | +21.8% |
| 6M | +116.5% | -2.6% | +119.1% | +113.1% |
| YTD | +27.2% | -17.8% | +45.0% | +34.9% |
| 1Y | +8.6% | -21.2% | +29.7% | +17.4% |
| 3Y | +5.6% | +30.6% | -25.1% | -18.9% |
| All | -60.1% | +80.3% | -140.4% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling