-25.9%
CCJ vs LPLA
-16.5%
-9.4%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.6% | -5.9% | -1.8% |
| 7D | -14.5% | +15.7% | -30.2% | -16.2% |
| 30D | -18.1% | -6.2% | -11.9% | -17.1% |
| 3M | -23.0% | -12.0% | -11.0% | -21.2% |
| 6M | -39.4% | -2.7% | -36.6% | -38.5% |
| YTD | -21.7% | -12.5% | -9.1% | -18.8% |
| 1Y | -25.9% | -16.5% | -9.4% | -19.2% |
| All | -25.9% | -16.5% | -9.4% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling