+67.8%
CF vs LPLA
+29.4%
+38.4%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +4.8% | -0.9% | +5.7% | +4.8% |
| 30D | +4.7% | -9.5% | +14.2% | +5.1% |
| 3M | +7.4% | -21.9% | +29.3% | +8.6% |
| 6M | +0.6% | -2.6% | +3.2% | +0.3% |
| YTD | +64.1% | -17.8% | +81.9% | +65.7% |
| 1Y | +51.4% | -21.2% | +72.6% | +53.4% |
| 3Y | +67.8% | +30.6% | +37.2% | +62.3% |
| All | +67.8% | +29.4% | +38.4% | +62.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling