-16.5%
LPLA vs GWRE
-24.5%
+8.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.9% | -1.3% | +4.2% |
| 7D | +15.7% | +2.2% | +13.5% | +15.5% |
| 30D | -6.2% | +4.5% | -10.7% | -6.5% |
| 3M | -12.0% | +6.4% | -18.4% | -12.6% |
| 6M | -2.7% | +18.8% | -21.6% | -3.7% |
| YTD | -12.5% | -15.1% | +2.6% | -12.0% |
| 1Y | -16.5% | -23.4% | +6.9% | -13.3% |
| All | -16.5% | -24.5% | +8.0% | -13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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