+905.0%
CAH vs LPLA
+1,311.2%
-406.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +5.4% | -3.1% | +8.4% | +6.1% |
| 30D | +3.3% | -0.1% | +3.4% | +3.3% |
| 3M | +22.8% | +23.2% | -0.4% | +16.6% |
| 6M | +11.3% | +15.5% | -4.3% | +6.7% |
| YTD | +21.1% | +0.9% | +20.2% | +19.3% |
| 1Y | +67.2% | +0.2% | +67.1% | +64.0% |
| 3Y | +195.6% | +55.2% | +140.4% | +152.8% |
| 5Y | +413.8% | +145.4% | +268.4% | +277.0% |
| 10Y | +309.6% | +1,229.7% | -920.1% | +92.8% |
| All | +905.0% | +1,311.2% | -406.2% | +337.6% |
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 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