+102.5%
CFG vs LPLA
+145.4%
-42.9%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.5% | -3.1% | +4.6% | +2.9% |
| 30D | -3.8% | -0.1% | -3.7% | -3.9% |
| 3M | +11.5% | +23.2% | -11.7% | +0.9% |
| 6M | +19.2% | +15.5% | +3.7% | +10.3% |
| YTD | +23.7% | +0.9% | +22.8% | +21.3% |
| 1Y | +38.8% | +0.2% | +38.7% | +35.5% |
| 3Y | +178.9% | +55.2% | +123.7% | +112.5% |
| All | +102.5% | +145.4% | -42.9% | +3.9% |
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