+271.0%
CG vs LPLA
+756.7%
-485.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.7% |
| 7D | -1.5% | -2.9% | +1.4% | 0.0% |
| 30D | +5.7% | -10.2% | +15.9% | +10.7% |
| 3M | -17.9% | -22.3% | +4.5% | -7.6% |
| 6M | -20.2% | -0.6% | -19.6% | -21.5% |
| YTD | -32.0% | -17.9% | -14.1% | -26.4% |
| 1Y | -27.0% | -22.1% | -4.9% | -18.8% |
| 3Y | +42.8% | +29.3% | +13.5% | +18.8% |
| 5Y | -23.4% | +81.0% | -104.5% | -49.3% |
| All | +271.0% | +756.7% | -485.7% | +20.1% |
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