-41.0%
CAG vs LPLA
+80.3%
-121.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -3.3% | -0.9% | -2.4% | -3.3% |
| 30D | +7.7% | -9.5% | +17.2% | +7.7% |
| 3M | -3.2% | -21.9% | +18.7% | -3.0% |
| 6M | +7.0% | -2.6% | +9.6% | +7.0% |
| YTD | -9.0% | -17.8% | +8.8% | -8.8% |
| 1Y | -9.6% | -21.2% | +11.6% | -9.4% |
| 3Y | -36.0% | +30.6% | -66.6% | -37.8% |
| All | -41.0% | +80.3% | -121.3% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling