+330.5%
CFG vs LPLA
+633.4%
-302.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +2.1% |
| 7D | -0.8% | -3.2% | +2.4% | +0.9% |
| 30D | +3.1% | -8.6% | +11.8% | +7.0% |
| 3M | -9.7% | -18.7% | +9.0% | -0.6% |
| 6M | +6.7% | +4.5% | +2.2% | +1.5% |
| YTD | +15.2% | -15.3% | +30.5% | +21.4% |
| 1Y | +28.8% | -19.9% | +48.7% | +39.8% |
| 3Y | +190.1% | +33.4% | +156.7% | +123.3% |
| 5Y | +63.4% | +87.4% | -24.0% | -1.6% |
| 10Y | +219.8% | +800.4% | -580.7% | -5.3% |
| All | +330.5% | +633.4% | -302.8% | +37.7% |
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