+657.9%
CAT vs LPLA
+860.0%
-202.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.6% |
| 7D | -10.3% | +4.1% | -14.4% | -11.8% |
| 30D | -31.2% | -9.0% | -22.2% | -29.4% |
| 3M | -34.7% | -17.6% | -17.0% | -30.5% |
| 6M | -39.5% | -8.8% | -30.6% | -38.7% |
| YTD | -1.7% | -17.0% | +15.4% | +2.3% |
| 1Y | -1.1% | -20.4% | +19.3% | +4.7% |
| 3Y | +143.9% | +35.4% | +108.4% | +98.4% |
| 5Y | +194.8% | +79.7% | +115.0% | +102.1% |
| All | +657.9% | +860.0% | -202.1% | +168.6% |
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