+481.0%
CF vs LPLA
+824.7%
-343.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.0% | +1.6% | +2.2% |
| 7D | +4.8% | +3.6% | +1.1% | +3.1% |
| 30D | +9.7% | -6.8% | +16.5% | +11.5% |
| 3M | +1.2% | -17.0% | +18.3% | +7.2% |
| 6M | +7.4% | +1.8% | +5.5% | +3.9% |
| YTD | +60.5% | -13.4% | +73.9% | +62.9% |
| 1Y | +50.7% | -17.5% | +68.3% | +55.9% |
| 3Y | +64.8% | +36.5% | +28.3% | +26.1% |
| 5Y | +115.8% | +92.6% | +23.1% | +29.2% |
| 10Y | +481.0% | +809.2% | -328.2% | +59.7% |
| All | +481.0% | +824.7% | -343.7% | +59.7% |
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