+577.4%
CF vs LPLA
+1,230.5%
-653.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | +6.0% | -3.1% | +9.1% | +7.2% |
| 30D | +14.8% | -0.1% | +14.9% | +14.7% |
| 3M | +14.1% | +23.2% | -9.2% | +4.3% |
| 6M | +28.5% | +15.5% | +13.0% | +19.0% |
| YTD | +74.9% | +0.9% | +74.1% | +69.7% |
| 1Y | +61.7% | +0.2% | +61.5% | +55.7% |
| 3Y | +80.3% | +55.2% | +25.1% | +33.0% |
| 5Y | +226.0% | +145.4% | +80.5% | +76.9% |
| All | +577.4% | +1,230.5% | -653.1% | +51.1% |
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