+1,331.9%
CAT vs LPLA
+1,311.2%
+20.6%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | -3.1% | +4.8% | +2.9% |
| 30D | -6.6% | -0.1% | -6.5% | -6.6% |
| 3M | -13.3% | +23.2% | -36.5% | -20.2% |
| 6M | +11.6% | +15.5% | -3.9% | +4.4% |
| YTD | +42.9% | +0.9% | +42.1% | +39.9% |
| 1Y | +95.4% | +0.2% | +95.3% | +90.5% |
| 3Y | +196.6% | +55.2% | +141.4% | +137.9% |
| 5Y | +321.7% | +145.4% | +176.2% | +173.5% |
| 10Y | +1,140.8% | +1,229.7% | -88.9% | +328.3% |
| All | +1,331.9% | +1,311.2% | +20.6% | +312.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling