-54.6%
GTLB vs LPLA
+112.4%
-167.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -2.5% | -2.8% | -4.2% |
| 7D | +4.6% | -2.1% | +6.6% | +5.6% |
| 30D | +21.0% | -3.3% | +24.3% | +22.9% |
| 3M | +51.7% | +23.5% | +28.2% | +36.1% |
| 6M | +89.3% | +12.0% | +77.3% | +75.5% |
| YTD | +25.6% | -1.7% | +27.3% | +24.5% |
| 1Y | -1.5% | +3.2% | -4.8% | -5.6% |
| 3Y | -9.9% | +46.2% | -56.1% | -31.7% |
| All | -54.6% | +112.4% | -167.0% | -76.9% |
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