+3,891.9%
CDNS vs LPLA
+1,049.0%
+2,842.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.0% | +4.2% | +2.1% |
| 7D | +7.0% | -2.8% | +9.8% | +7.8% |
| 30D | -0.3% | -10.2% | +9.9% | +2.2% |
| 3M | +3.2% | -22.3% | +25.4% | +10.0% |
| 6M | -6.9% | -0.5% | -6.4% | -7.8% |
| YTD | +6.6% | -17.9% | +24.5% | +10.6% |
| 1Y | +5.6% | -22.0% | +27.7% | +11.2% |
| 3Y | +27.4% | +29.4% | -2.0% | +13.8% |
| 5Y | +83.7% | +81.2% | +2.5% | +44.0% |
| 10Y | +1,215.9% | +773.4% | +442.5% | +529.3% |
| All | +3,891.9% | +1,049.0% | +2,842.8% | +1,447.3% |
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