+71.5%
CDNS vs LPLA
+145.5%
-74.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | -7.2% | -1.5% | -5.6% | -6.8% |
| 30D | -14.3% | -6.0% | -8.3% | -12.7% |
| 3M | -27.2% | +21.4% | -48.6% | -31.3% |
| 6M | -4.5% | +12.1% | -16.6% | -8.2% |
| YTD | -9.0% | -1.8% | -7.1% | -9.6% |
| 1Y | -21.3% | +3.2% | -24.5% | -23.3% |
| 3Y | +19.6% | +45.9% | -26.4% | +4.3% |
| 5Y | +71.5% | +144.7% | -73.1% | +16.5% |
| All | +71.5% | +145.5% | -74.0% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling