+1,133.4%
LPLA vs GPC
+322.8%
+810.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.3% | +1.1% | +2.1% |
| 7D | +2.3% | +0.8% | +1.5% | +1.9% |
| 30D | -7.7% | -1.1% | -6.6% | -7.3% |
| 3M | -15.7% | -6.6% | -9.1% | -12.9% |
| 6M | +0.8% | +22.2% | -21.4% | -12.2% |
| YTD | -14.2% | +5.1% | -19.3% | -19.8% |
| 1Y | -17.9% | +2.8% | -20.7% | -22.3% |
| 3Y | +36.1% | +2.4% | +33.7% | +20.3% |
| 5Y | +90.3% | +7.8% | +82.6% | +57.5% |
| 10Y | +841.0% | +87.2% | +753.7% | +407.2% |
| All | +1,133.4% | +322.8% | +810.5% | +329.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling