-18.4%
CDNS vs LPLA
+3.8%
-22.2%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.9% | -0.3% | +1.1% |
| 7D | -1.1% | -1.5% | +0.4% | -0.8% |
| 30D | -10.4% | -6.0% | -4.4% | -9.2% |
| 3M | -24.6% | +24.0% | -48.6% | -27.8% |
| 6M | -1.6% | +17.0% | -18.6% | -5.0% |
| YTD | -7.4% | -0.7% | -6.8% | -9.6% |
| 1Y | -18.4% | +2.1% | -20.5% | -21.7% |
| All | -18.4% | +3.8% | -22.2% | -21.7% |
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 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