+110.5%
CF vs LPLA
+81.7%
+28.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +6.7% |
| 7D | +0.4% | +7.6% | -7.2% | -1.0% |
| 30D | +2.2% | -9.5% | +11.7% | +3.6% |
| 3M | +2.1% | -16.3% | +18.5% | +4.8% |
| 6M | -6.5% | -8.0% | +1.4% | -6.1% |
| YTD | +55.6% | -15.5% | +71.1% | +58.1% |
| 1Y | +42.3% | -19.4% | +61.7% | +46.1% |
| 3Y | +55.7% | +39.7% | +16.0% | +32.9% |
| All | +110.5% | +81.7% | +28.9% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling