+6.8%
CAT vs LPLA
-19.0%
+25.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.1% | +3.2% |
| 7D | +1.7% | -3.2% | +4.9% | +2.1% |
| 30D | -24.6% | -8.6% | -15.9% | -23.3% |
| 3M | -28.5% | -18.7% | -9.8% | -26.0% |
| 6M | -34.8% | +4.5% | -39.4% | -35.9% |
| YTD | +5.9% | -15.3% | +21.2% | +10.4% |
| 1Y | +6.8% | -19.9% | +26.7% | +16.2% |
| All | +6.8% | -19.0% | +25.9% | +16.2% |
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 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