+1,210.9%
LPLA vs GWRE
+131.0%
+1,079.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.7% |
| 7D | -1.5% | -13.2% | +11.7% | +1.9% |
| 30D | -6.0% | -18.6% | +12.6% | -2.2% |
| 3M | +24.0% | +18.9% | +5.1% | +16.1% |
| 6M | +17.0% | -11.0% | +27.9% | +16.1% |
| YTD | -0.7% | -29.9% | +29.2% | +4.8% |
| 1Y | +2.1% | -44.3% | +46.5% | +15.2% |
| 3Y | +48.7% | +51.7% | -3.0% | +14.3% |
| 5Y | +151.2% | +15.4% | +135.8% | +112.2% |
| All | +1,210.9% | +131.0% | +1,079.9% | +741.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling