+753.7%
CCJ vs LPLA
+758.1%
-4.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.8% | -0.9% | +0.1% | -0.5% |
| 30D | -13.2% | -9.5% | -3.7% | -10.9% |
| 3M | -27.6% | -21.9% | -5.8% | -22.0% |
| 6M | -38.7% | -2.6% | -36.1% | -39.4% |
| YTD | -22.7% | -17.8% | -4.9% | -19.5% |
| 1Y | -17.6% | -21.2% | +3.6% | -12.7% |
| 3Y | +62.7% | +30.6% | +32.1% | +37.7% |
| 5Y | +159.7% | +81.3% | +78.4% | +88.4% |
| All | +753.7% | +758.1% | -4.4% | +297.1% |
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