+1,255.5%
GWW vs LPLA
+1,311.2%
-55.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.4% | -3.1% | +4.5% | +2.2% |
| 30D | +3.3% | -0.1% | +3.4% | +3.2% |
| 3M | +2.9% | +23.2% | -20.3% | -2.9% |
| 6M | +15.8% | +15.5% | +0.2% | +10.6% |
| YTD | +32.0% | +0.9% | +31.1% | +30.2% |
| 1Y | +29.9% | +0.2% | +29.7% | +27.9% |
| 3Y | +91.1% | +55.2% | +35.9% | +63.3% |
| 5Y | +223.9% | +145.4% | +78.5% | +133.8% |
| 10Y | +567.0% | +1,229.7% | -662.6% | +198.5% |
| All | +1,255.5% | +1,311.2% | -55.7% | +431.3% |
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