+295.1%
CG vs LPLA
+797.0%
-501.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -0.2% |
| 7D | -3.8% | -3.2% | -0.6% | -2.1% |
| 30D | +7.5% | -8.6% | +16.1% | +11.5% |
| 3M | -14.4% | -18.7% | +4.3% | -6.0% |
| 6M | -15.7% | +4.5% | -20.2% | -19.2% |
| YTD | -29.0% | -15.3% | -13.7% | -24.4% |
| 1Y | -22.1% | -19.9% | -2.2% | -14.6% |
| 3Y | +49.1% | +33.4% | +15.7% | +22.1% |
| 5Y | -18.4% | +87.4% | -105.8% | -46.9% |
| 10Y | +295.1% | +800.4% | -505.3% | +24.9% |
| All | +295.1% | +797.0% | -501.9% | +24.9% |
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 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