+1,413.0%
CBOE vs LPLA
+1,311.2%
+101.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | -3.6% | -3.1% | -0.6% | -3.1% |
| 30D | +5.1% | -0.1% | +5.2% | +5.0% |
| 3M | +4.6% | +23.2% | -18.6% | +0.9% |
| 6M | -0.3% | +15.5% | -15.8% | -3.1% |
| YTD | +19.8% | +0.9% | +18.9% | +18.6% |
| 1Y | +28.4% | +0.2% | +28.2% | +26.9% |
| 3Y | +104.1% | +55.2% | +48.9% | +81.5% |
| 5Y | +150.9% | +145.4% | +5.5% | +98.9% |
| 10Y | +393.5% | +1,229.7% | -836.2% | +175.6% |
| All | +1,413.0% | +1,311.2% | +101.8% | +652.9% |
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