+221.8%
GWW vs LPLA
+142.4%
+79.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | -3.1% | -3.7% | +0.5% | -2.4% |
| 30D | -2.3% | -6.4% | +4.0% | -1.1% |
| 3M | -3.3% | +20.2% | -23.5% | -6.8% |
| 6M | +15.4% | +12.8% | +2.5% | +12.1% |
| YTD | +26.7% | -2.5% | +29.2% | +26.6% |
| 1Y | +29.0% | +1.9% | +27.0% | +27.3% |
| 3Y | +89.0% | +45.0% | +44.0% | +73.0% |
| 5Y | +221.8% | +146.6% | +75.2% | +160.4% |
| All | +221.8% | +142.4% | +79.4% | +160.4% |
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