+56.1%
CDE vs LPLA
+1,251.7%
-1,195.6%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.7% |
| 7D | -3.1% | -1.5% | -1.6% | -2.7% |
| 30D | +9.5% | -6.0% | +15.5% | +11.1% |
| 3M | +25.5% | +24.0% | +1.4% | +18.0% |
| 6M | -7.9% | +17.0% | -24.9% | -12.6% |
| YTD | +15.6% | -0.7% | +16.2% | +14.6% |
| 1Y | +34.0% | +2.1% | +31.9% | +31.6% |
| 3Y | +791.9% | +48.7% | +743.2% | +669.4% |
| 5Y | +197.7% | +151.2% | +46.5% | +112.5% |
| All | +56.1% | +1,251.7% | -1,195.6% | -14.9% |
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 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