+173.8%
CAH vs LPLA
+46.5%
+127.3%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.8% |
| 7D | -5.1% | -1.5% | -3.6% | -5.0% |
| 30D | +0.2% | -6.0% | +6.2% | +0.7% |
| 3M | +6.3% | +24.0% | -17.7% | +4.3% |
| 6M | +9.4% | +17.0% | -7.6% | +7.7% |
| YTD | +15.0% | -0.7% | +15.6% | +14.6% |
| 1Y | +55.4% | +2.1% | +53.3% | +54.2% |
| 3Y | +173.8% | +48.7% | +125.1% | +156.9% |
| All | +173.8% | +46.5% | +127.3% | +156.9% |
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 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