+1,195.1%
LPLA vs GPC
+79.8%
+1,115.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -1.0% |
| 7D | -2.1% | +0.2% | -2.3% | -2.2% |
| 30D | -3.3% | -0.4% | -3.0% | -3.3% |
| 3M | +23.5% | +39.2% | -15.6% | +1.6% |
| 6M | +12.0% | +18.2% | -6.2% | +0.3% |
| YTD | -1.7% | +12.1% | -13.8% | -10.4% |
| 1Y | +3.2% | -0.7% | +3.9% | +0.4% |
| 3Y | +46.2% | -1.7% | +47.9% | +34.2% |
| 5Y | +144.9% | +29.3% | +115.6% | +80.0% |
| 10Y | +1,195.1% | +80.7% | +1,114.4% | +596.5% |
| All | +1,195.1% | +79.8% | +1,115.2% | +596.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling