+1,350.8%
LPLA vs GPC
+364.7%
+986.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.9% |
| 7D | -3.1% | +1.2% | -4.3% | -3.7% |
| 30D | -0.1% | +6.0% | -6.1% | -3.4% |
| 3M | +23.2% | +42.6% | -19.4% | -1.0% |
| 6M | +15.5% | +22.8% | -7.2% | +0.6% |
| YTD | +0.9% | +15.5% | -14.6% | -10.1% |
| 1Y | +0.2% | +2.0% | -1.9% | -4.3% |
| 3Y | +55.2% | -1.4% | +56.7% | +41.9% |
| 5Y | +145.4% | +30.6% | +114.8% | +80.4% |
| 10Y | +1,229.7% | +80.6% | +1,149.0% | +640.9% |
| All | +1,350.8% | +364.7% | +986.1% | +381.6% |
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