+213.9%
CAT vs LPLA
+80.3%
+133.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.9% |
| 7D | +7.4% | -0.9% | +8.4% | +7.7% |
| 30D | -19.7% | -9.5% | -10.2% | -17.9% |
| 3M | -29.6% | -21.9% | -7.7% | -24.9% |
| 6M | -33.2% | -2.6% | -30.6% | -33.8% |
| YTD | +5.7% | -17.8% | +23.5% | +9.8% |
| 1Y | +9.3% | -21.2% | +30.5% | +15.3% |
| 3Y | +158.3% | +30.6% | +127.7% | +122.7% |
| All | +213.9% | +80.3% | +133.6% | +134.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling