+561.8%
GWW vs LPLA
+1,251.7%
-689.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.1% |
| 7D | -3.4% | -1.5% | -1.8% | -2.9% |
| 30D | -1.9% | -6.0% | +4.1% | -0.2% |
| 3M | -2.4% | +24.0% | -26.4% | -8.6% |
| 6M | +15.7% | +17.0% | -1.3% | +9.6% |
| YTD | +27.6% | -0.7% | +28.3% | +26.2% |
| 1Y | +27.2% | +2.1% | +25.1% | +24.3% |
| 3Y | +89.7% | +48.7% | +41.0% | +61.1% |
| 5Y | +223.9% | +151.2% | +72.7% | +119.2% |
| All | +561.8% | +1,251.7% | -689.9% | +173.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling