+36.1%
LPLA vs GPC
+2.3%
+33.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +3.0% |
| 7D | +2.3% | +0.8% | +1.5% | +2.2% |
| 30D | -7.7% | -1.1% | -6.6% | -7.6% |
| 3M | -15.7% | -6.6% | -9.1% | -14.8% |
| 6M | +0.8% | +22.2% | -21.4% | -3.3% |
| YTD | -14.2% | +5.1% | -19.3% | -15.4% |
| 1Y | -17.9% | +2.8% | -20.7% | -18.7% |
| 3Y | +36.1% | +2.4% | +33.7% | +36.4% |
| All | +36.1% | +2.3% | +33.8% | +36.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling