-17.5%
LPLA vs GGLL
-17.3%
-0.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +3.6% | +5.1% | -1.5% | +3.2% |
| 30D | -6.8% | -35.5% | +28.7% | -3.2% |
| 3M | -17.0% | -39.2% | +22.1% | -13.4% |
| 6M | +1.8% | -54.4% | +56.2% | +8.7% |
| YTD | -13.4% | -29.8% | +16.5% | -11.4% |
| 1Y | -17.5% | -20.4% | +2.9% | -16.6% |
| All | -17.5% | -17.3% | -0.2% | -16.6% |
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