+60.8%
CAG vs LPLA
+1,275.5%
-1,214.7%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.2% |
| 7D | -5.3% | -2.1% | -3.2% | -5.1% |
| 30D | +1.0% | -3.3% | +4.3% | +1.2% |
| 3M | +17.4% | +23.5% | -6.2% | +15.5% |
| 6M | -16.8% | +12.0% | -28.8% | -17.6% |
| YTD | -6.8% | -1.7% | -5.1% | -7.0% |
| 1Y | -15.4% | +3.2% | -18.6% | -16.0% |
| 3Y | -37.1% | +46.2% | -83.3% | -40.1% |
| 5Y | -41.3% | +144.9% | -186.2% | -47.4% |
| 10Y | -35.5% | +1,195.1% | -1,230.5% | -51.2% |
| All | +60.8% | +1,275.5% | -1,214.7% | +15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling