+287.5%
CAH vs LPLA
+1,251.7%
-964.2%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | -5.1% | -1.5% | -3.6% | -4.7% |
| 30D | +0.2% | -6.0% | +6.2% | +1.6% |
| 3M | +6.3% | +24.0% | -17.7% | +0.4% |
| 6M | +9.4% | +17.0% | -7.6% | +4.3% |
| YTD | +15.0% | -0.7% | +15.6% | +13.5% |
| 1Y | +55.4% | +2.1% | +53.3% | +51.5% |
| 3Y | +173.8% | +48.7% | +125.1% | +132.5% |
| 5Y | +395.2% | +151.2% | +244.0% | +242.4% |
| All | +287.5% | +1,251.7% | -964.2% | +59.6% |
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