+700.3%
CAT vs LPLA
+797.0%
-96.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.8% |
| 7D | +1.7% | -3.2% | +4.9% | +3.0% |
| 30D | -24.6% | -8.6% | -15.9% | -22.7% |
| 3M | -28.5% | -18.7% | -9.8% | -23.5% |
| 6M | -34.8% | +4.5% | -39.4% | -37.4% |
| YTD | +5.9% | -15.3% | +21.2% | +9.4% |
| 1Y | +6.8% | -19.9% | +26.7% | +12.9% |
| 3Y | +161.1% | +33.4% | +127.7% | +114.1% |
| 5Y | +213.4% | +87.4% | +126.0% | +111.2% |
| 10Y | +700.3% | +800.4% | -100.1% | +185.6% |
| All | +700.3% | +797.0% | -96.7% | +185.6% |
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