+50.3%
CF vs LPLA
-19.0%
+69.4%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +3.0% | +0.6% |
| 7D | +10.4% | -3.2% | +13.5% | +10.1% |
| 30D | +7.6% | -8.6% | +16.2% | +7.4% |
| 3M | +5.2% | -18.7% | +23.8% | +4.5% |
| 6M | -0.1% | +4.5% | -4.6% | +0.3% |
| YTD | +61.7% | -15.3% | +77.0% | +63.2% |
| 1Y | +50.3% | -19.9% | +70.2% | +53.1% |
| All | +50.3% | -19.0% | +69.4% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling