+863.2%
CDW vs LPLA
+1,047.6%
-184.3%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +3.2% | -3.1% | +6.2% | +4.2% |
| 30D | +9.3% | -0.1% | +9.4% | +9.2% |
| 3M | +9.8% | +23.2% | -13.4% | +2.2% |
| 6M | +23.3% | +15.5% | +7.8% | +16.7% |
| YTD | +13.7% | +0.9% | +12.8% | +11.8% |
| 1Y | -6.5% | +0.2% | -6.6% | -8.3% |
| 3Y | -25.2% | +55.2% | -80.5% | -37.8% |
| 5Y | -19.5% | +145.4% | -164.9% | -44.6% |
| 10Y | +285.8% | +1,229.7% | -943.8% | +68.7% |
| All | +863.2% | +1,047.6% | -184.3% | +377.3% |
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