+34.4%
LPLA vs GGLL
+188.6%
-154.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.4% | -3.2% | -1.9% |
| 7D | +4.1% | +3.1% | +1.0% | +3.9% |
| 30D | -9.0% | -36.3% | +27.3% | -5.7% |
| 3M | -17.6% | -40.4% | +22.7% | -14.2% |
| 6M | -8.8% | -54.6% | +45.8% | -3.1% |
| YTD | -17.0% | -31.1% | +14.1% | -15.6% |
| 1Y | -20.4% | -19.2% | -1.2% | -20.3% |
| 3Y | +35.4% | +151.5% | -116.1% | +20.4% |
| All | +34.4% | +188.6% | -154.3% | +27.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling