+729.9%
CB vs LPLA
+1,060.6%
-330.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.8% | 0.0% | -1.4% |
| 7D | +0.2% | +4.1% | -3.9% | -0.8% |
| 30D | +9.1% | -9.0% | +18.1% | +11.1% |
| 3M | +3.4% | -17.6% | +21.0% | +7.6% |
| 6M | +14.1% | -8.8% | +22.9% | +15.3% |
| YTD | +18.0% | -17.0% | +35.0% | +20.9% |
| 1Y | +30.1% | -20.4% | +50.6% | +34.5% |
| 3Y | +71.8% | +35.4% | +36.4% | +48.7% |
| 5Y | +101.8% | +79.7% | +22.1% | +56.9% |
| 10Y | +252.1% | +915.0% | -662.8% | +76.7% |
| All | +729.9% | +1,060.6% | -330.7% | +266.4% |
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