+5.6%
CDNS vs LPLA
-23.1%
+28.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +1.8% |
| 7D | +7.0% | -2.8% | +9.8% | +7.6% |
| 30D | -0.3% | -10.2% | +9.9% | +1.7% |
| 3M | +3.2% | -22.3% | +25.4% | +8.7% |
| 6M | -6.9% | -0.5% | -6.4% | -7.3% |
| YTD | +6.6% | -17.9% | +24.5% | +6.6% |
| 1Y | +5.6% | -22.0% | +27.7% | +9.1% |
| All | +5.6% | -23.1% | +28.7% | +9.1% |
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 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