+674.3%
CB vs LPLA
+1,311.2%
-637.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +0.5% | -3.1% | +3.6% | +1.2% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | +9.0% | +23.2% | -14.3% | +3.2% |
| 6M | +2.9% | +15.5% | -12.7% | -1.5% |
| YTD | +10.1% | +0.9% | +9.2% | +8.4% |
| 1Y | +22.8% | +0.2% | +22.6% | +20.3% |
| 3Y | +73.8% | +55.2% | +18.6% | +46.7% |
| 5Y | +99.2% | +145.4% | -46.3% | +43.8% |
| 10Y | +218.2% | +1,229.7% | -1,011.4% | +50.9% |
| All | +674.3% | +1,311.2% | -637.0% | +228.3% |
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