+63.4%
LPLA vs GGLL
+328.7%
-265.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | -0.1% |
| 7D | -3.1% | -4.8% | +1.7% | -2.6% |
| 30D | -0.1% | -13.7% | +13.6% | +1.3% |
| 3M | +23.2% | -21.9% | +45.1% | +25.4% |
| 6M | +15.5% | +11.7% | +3.9% | +13.3% |
| YTD | +0.9% | +2.3% | -1.4% | -0.3% |
| 1Y | +0.2% | +76.2% | -76.0% | -6.3% |
| 3Y | +55.2% | +245.0% | -189.8% | +34.2% |
| All | +63.4% | +328.7% | -265.3% | +51.0% |
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