-11.0%
CDE vs LPLA
+1,275.5%
-1,286.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.5% | -0.2% | -2.2% |
| 7D | +2.3% | -2.1% | +4.3% | +2.8% |
| 30D | +18.8% | -3.3% | +22.1% | +19.6% |
| 3M | +23.5% | +23.5% | 0.0% | +17.4% |
| 6M | -8.6% | +12.0% | -20.6% | -11.6% |
| YTD | +16.0% | -1.7% | +17.7% | +15.5% |
| 1Y | +42.1% | +3.2% | +38.8% | +39.6% |
| 3Y | +835.9% | +46.2% | +789.7% | +735.1% |
| 5Y | +197.6% | +144.9% | +52.7% | +131.5% |
| 10Y | +39.6% | +1,195.1% | -1,155.5% | -19.5% |
| All | -11.0% | +1,275.5% | -1,286.4% | -50.7% |
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 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