+1,126.0%
CAT vs LPLA
+1,194.2%
-68.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.6% | +2.0% |
| 7D | +5.6% | -2.1% | +7.6% | +6.4% |
| 30D | -2.3% | -3.3% | +1.0% | -1.2% |
| 3M | -10.0% | +23.5% | -33.5% | -17.8% |
| 6M | +21.2% | +12.0% | +9.2% | +14.2% |
| YTD | +44.4% | -1.7% | +46.1% | +42.5% |
| 1Y | +96.3% | +3.2% | +93.1% | +88.8% |
| 3Y | +203.9% | +46.2% | +157.7% | +144.0% |
| 5Y | +333.5% | +144.9% | +188.6% | +164.6% |
| 10Y | +1,126.0% | +1,195.1% | -69.0% | +278.2% |
| All | +1,126.0% | +1,194.2% | -68.2% | +278.2% |
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