+358.9%
CBOE vs LPLA
+1,251.7%
-892.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.6% |
| 7D | -5.8% | -1.5% | -4.3% | -5.6% |
| 30D | -3.1% | -6.0% | +2.9% | -2.1% |
| 3M | -4.8% | +24.0% | -28.8% | -8.4% |
| 6M | -0.6% | +17.0% | -17.6% | -3.8% |
| YTD | +12.8% | -0.7% | +13.5% | +12.0% |
| 1Y | +19.8% | +2.1% | +17.7% | +18.0% |
| 3Y | +86.9% | +48.7% | +38.3% | +65.6% |
| 5Y | +136.5% | +151.2% | -14.7% | +79.2% |
| All | +358.9% | +1,251.7% | -892.8% | +119.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling