+302.2%
CDW vs LPLA
+784.1%
-481.9%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.0% |
| 7D | +2.6% | -3.2% | +5.7% | +3.8% |
| 30D | +20.4% | -8.6% | +29.0% | +23.6% |
| 3M | +28.5% | -18.7% | +47.1% | +37.2% |
| 6M | +70.6% | +4.5% | +66.1% | +64.8% |
| YTD | +29.1% | -15.3% | +44.4% | +33.8% |
| 1Y | +23.8% | -19.9% | +43.7% | +30.8% |
| 3Y | -14.5% | +33.4% | -47.9% | -28.3% |
| 5Y | -1.6% | +87.4% | -89.0% | -32.3% |
| All | +302.2% | +784.1% | -481.9% | +57.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling