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  • CF vs LPLA✓SelectedUSD · LPLACF vs LPLA performance historyLatest closeAs of-3.24%09/04
Stock and ETF performance explorer

CF vs LPLA

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+699.7%
LPLA return
+1,311.2%
Excess return
-611.6%
Maximum drawdown
-67.9%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioLPLAExcessAlpha
1D-3.2%-0.3%-2.9%-3.1%
7D+6.0%-3.1%+9.1%+7.1%
30D+14.8%-0.1%+14.9%+14.8%
3M+14.1%+23.2%-9.2%+5.3%
6M+28.5%+15.5%+13.0%+20.0%
YTD+74.9%+0.9%+74.1%+70.3%
1Y+61.7%+0.2%+61.5%+56.4%
3Y+80.3%+55.2%+25.1%+39.7%
5Y+226.0%+145.4%+80.5%+99.7%
10Y+569.9%+1,229.7%-659.8%+120.0%
All+699.7%+1,311.2%-611.6%+122.6%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling