+739.2%
CB vs LPLA
+1,111.7%
-372.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.0% | +0.6% | +1.3% |
| 7D | +0.7% | +3.6% | -2.9% | -0.2% |
| 30D | +8.2% | -6.8% | +14.9% | +9.5% |
| 3M | +6.3% | -17.0% | +23.3% | +10.4% |
| 6M | +16.2% | +1.8% | +14.4% | +14.3% |
| YTD | +19.3% | -13.4% | +32.7% | +21.0% |
| 1Y | +29.2% | -17.5% | +46.7% | +32.5% |
| 3Y | +71.4% | +36.5% | +35.0% | +48.4% |
| 5Y | +104.2% | +92.6% | +11.6% | +56.0% |
| 10Y | +246.7% | +809.2% | -562.5% | +77.2% |
| All | +739.2% | +1,111.7% | -372.5% | +266.7% |
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