-37.7%
CAG vs LPLA
+1,251.7%
-1,289.4%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.8% |
| 7D | -5.7% | -1.5% | -4.1% | -5.6% |
| 30D | -2.4% | -6.0% | +3.6% | -2.1% |
| 3M | +9.8% | +24.0% | -14.3% | +8.3% |
| 6M | -10.8% | +17.0% | -27.8% | -11.8% |
| YTD | -10.8% | -0.7% | -10.1% | -11.0% |
| 1Y | -19.0% | +2.1% | -21.1% | -19.4% |
| 3Y | -39.7% | +48.7% | -88.4% | -42.4% |
| 5Y | -43.0% | +151.2% | -194.2% | -48.9% |
| All | -37.7% | +1,251.7% | -1,289.4% | -44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 LPLA 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