+611.0%
CF vs LPLA
+1,081.7%
-470.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -3.4% | +9.6% | +7.3% |
| 7D | +0.4% | +7.6% | -7.2% | -2.4% |
| 30D | +2.2% | -9.5% | +11.7% | +4.8% |
| 3M | +2.1% | -16.3% | +18.5% | +7.2% |
| 6M | -6.5% | -8.0% | +1.4% | -5.8% |
| YTD | +55.6% | -15.5% | +71.1% | +59.1% |
| 1Y | +42.3% | -19.4% | +61.7% | +47.9% |
| 3Y | +55.7% | +39.7% | +16.0% | +23.3% |
| 5Y | +122.4% | +83.0% | +39.4% | +50.6% |
| 10Y | +568.5% | +933.4% | -364.9% | +135.6% |
| All | +611.0% | +1,081.7% | -470.7% | +107.9% |
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 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