-16.5%
LPLA vs GGLL
-11.6%
-4.9%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.5% | -1.9% | +4.1% |
| 7D | +15.7% | -23.1% | +38.8% | +17.6% |
| 30D | -6.2% | -32.9% | +26.7% | -3.1% |
| 3M | -12.0% | -44.9% | +32.9% | -7.2% |
| 6M | -2.7% | -49.5% | +46.8% | +2.6% |
| YTD | -12.5% | -28.9% | +16.4% | -10.7% |
| 1Y | -16.5% | -12.2% | -4.3% | -16.2% |
| All | -16.5% | -11.6% | -4.9% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling