+308.6%
CFG vs LPLA
+1,194.2%
-885.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | +0.5% |
| 7D | +2.7% | -2.1% | +4.8% | +4.0% |
| 30D | -3.7% | -3.3% | -0.3% | -1.8% |
| 3M | +9.5% | +23.5% | -14.1% | -4.8% |
| 6M | +22.2% | +12.0% | +10.2% | +11.7% |
| YTD | +22.3% | -1.7% | +24.0% | +20.3% |
| 1Y | +39.4% | +3.2% | +36.2% | +31.2% |
| 3Y | +188.5% | +46.2% | +142.3% | +102.2% |
| 5Y | +101.5% | +144.9% | -43.4% | -10.1% |
| 10Y | +308.6% | +1,195.1% | -886.4% | -29.2% |
| All | +308.6% | +1,194.2% | -885.6% | -29.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling