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  • CBOE vs LPLA✓SelectedUSD · LPLACBOE vs LPLA performance historyLatest closeAs of-1.69%09/08
Stock and ETF performance explorer

CBOE vs LPLA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,387.4%
LPLA return
+1,275.5%
Excess return
+111.9%
Maximum drawdown
-43.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioLPLAExcessAlpha
1D-1.7%-2.5%+0.8%-1.3%
7D-4.6%-2.1%-2.6%-4.3%
30D+2.6%-3.3%+6.0%+3.2%
3M+4.9%+23.5%-18.6%+1.2%
6M-2.2%+12.0%-14.2%-4.4%
YTD+17.7%-1.7%+19.4%+17.1%
1Y+26.1%+3.2%+22.9%+24.1%
3Y+97.1%+46.2%+50.9%+77.3%
5Y+149.2%+144.9%+4.3%+97.4%
10Y+385.1%+1,195.1%-810.0%+172.1%
All+1,387.4%+1,275.5%+111.9%+643.3%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling