+36.8%
LPLA vs GGLL
+184.7%
-147.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.5% | +1.1% | -3.0% |
| 7D | +7.6% | -1.3% | +8.9% | +7.8% |
| 30D | -9.5% | -36.3% | +26.8% | -6.2% |
| 3M | -16.3% | -42.7% | +26.4% | -12.5% |
| 6M | -8.0% | -53.1% | +45.1% | -2.5% |
| YTD | -15.5% | -32.1% | +16.6% | -13.9% |
| 1Y | -19.4% | -20.1% | +0.7% | -19.2% |
| 3Y | +39.7% | +151.7% | -112.0% | +24.3% |
| All | +36.8% | +184.7% | -147.8% | +30.4% |
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