+95.4%
CAT vs LPLA
+0.7%
+94.8%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | -3.1% | +4.8% | +2.1% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -13.3% | +23.2% | -36.5% | -16.2% |
| 6M | +11.6% | +15.5% | -3.9% | +9.2% |
| YTD | +42.9% | +0.9% | +42.1% | +45.0% |
| 1Y | +95.4% | +0.2% | +95.3% | +98.8% |
| All | +95.4% | +0.7% | +94.8% | +98.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling