+3.2%
LPLA vs GPC
-0.1%
+3.3%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.9% | +0.4% | -2.1% |
| 7D | -2.1% | +0.2% | -2.3% | -2.1% |
| 30D | -3.3% | -0.4% | -3.0% | -3.3% |
| 3M | +23.5% | +39.2% | -15.6% | +16.2% |
| 6M | +12.0% | +18.2% | -6.2% | +9.3% |
| YTD | -1.7% | +12.1% | -13.8% | -3.3% |
| 1Y | +3.2% | -0.7% | +3.9% | +3.7% |
| All | +3.2% | -0.1% | +3.3% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling