-37.6%
CAG vs LPLA
+44.8%
-82.4%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -6.6% | -1.5% | -5.1% | -6.7% |
| 30D | +2.3% | -6.0% | +8.3% | +2.0% |
| 3M | +16.3% | +21.4% | -5.1% | +17.7% |
| 6M | -16.0% | +12.1% | -28.1% | -15.4% |
| YTD | -7.7% | -1.8% | -5.9% | -7.6% |
| 1Y | -16.0% | +3.2% | -19.2% | -15.5% |
| All | -37.6% | +44.8% | -82.4% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling