+568.0%
CF vs LPLA
+902.8%
-334.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +1.4% |
| 7D | -3.2% | +4.1% | -7.3% | -5.0% |
| 30D | +4.3% | -9.0% | +13.3% | +7.0% |
| 3M | +2.8% | -17.6% | +20.4% | +9.2% |
| 6M | +0.6% | -8.8% | +9.4% | +1.7% |
| YTD | +56.6% | -17.0% | +73.7% | +61.6% |
| 1Y | +49.6% | -20.4% | +70.0% | +56.8% |
| 3Y | +61.5% | +35.4% | +26.1% | +23.0% |
| 5Y | +124.0% | +79.7% | +44.2% | +37.6% |
| All | +568.0% | +902.8% | -334.8% | +65.3% |
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 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