+331.2%
CG vs LPLA
+1,198.0%
-866.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -6.4% | -1.5% | -4.9% | -5.7% |
| 30D | -7.1% | -6.0% | -1.1% | -4.1% |
| 3M | -1.6% | +21.4% | -23.0% | -11.1% |
| 6M | -8.3% | +12.1% | -20.4% | -14.3% |
| YTD | -23.8% | -1.8% | -22.0% | -23.8% |
| 1Y | -28.7% | +3.2% | -31.9% | -31.2% |
| 3Y | +49.2% | +45.9% | +3.2% | +18.7% |
| 5Y | +5.5% | +144.7% | -139.1% | -38.9% |
| 10Y | +331.2% | +1,222.4% | -891.2% | +24.0% |
| All | +331.2% | +1,198.0% | -866.8% | +24.0% |
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