+30.6%
LPLA vs GPC
+0.2%
+30.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | -0.9% | +0.4% | -1.4% | -1.0% |
| 30D | -9.5% | -6.3% | -3.2% | -8.6% |
| 3M | -21.9% | -8.2% | -13.7% | -20.8% |
| 6M | -2.6% | +27.1% | -29.7% | -7.5% |
| YTD | -17.8% | +3.1% | -20.9% | -18.7% |
| 1Y | -21.2% | +0.1% | -21.2% | -21.6% |
| 3Y | +30.6% | +0.2% | +30.4% | +31.7% |
| All | +30.6% | +0.2% | +30.5% | +31.7% |
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 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