+21.5%
CDW vs LPLA
-16.5%
+38.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +4.6% | +8.0% | +11.8% |
| 7D | +3.7% | +15.7% | -12.0% | +1.3% |
| 30D | +26.0% | -6.2% | +32.2% | +27.2% |
| 3M | +10.1% | -12.0% | +22.1% | +12.5% |
| 6M | +26.1% | -2.7% | +28.8% | +26.4% |
| YTD | +25.9% | -12.5% | +38.4% | +29.8% |
| 1Y | +21.5% | -16.5% | +38.1% | +28.9% |
| All | +21.5% | -16.5% | +38.0% | +28.9% |
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