+1,166.2%
CDNS vs LPLA
+758.1%
+408.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.1% | -3.2% | -3.1% |
| 7D | +1.0% | -0.9% | +1.9% | +1.2% |
| 30D | -2.0% | -9.5% | +7.5% | +0.4% |
| 3M | -0.2% | -21.9% | +21.6% | +6.7% |
| 6M | -8.9% | -2.6% | -6.3% | -9.3% |
| YTD | +3.3% | -17.8% | +21.1% | +7.4% |
| 1Y | +2.2% | -21.2% | +23.4% | +7.6% |
| 3Y | +22.4% | +30.6% | -8.2% | +7.9% |
| 5Y | +78.0% | +81.3% | -3.3% | +35.8% |
| All | +1,166.2% | +758.1% | +408.1% | +527.4% |
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