-24.0%
CG vs LPLA
-21.6%
-2.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +1.0% | +1.0% |
| 7D | +0.2% | -0.9% | +1.1% | +0.7% |
| 30D | +11.2% | -9.5% | +20.7% | +15.5% |
| 3M | -22.1% | -21.9% | -0.2% | -12.4% |
| 6M | -17.9% | -2.6% | -15.3% | -18.8% |
| YTD | -31.3% | -17.8% | -13.5% | -24.8% |
| 1Y | -24.0% | -21.2% | -2.8% | -14.0% |
| All | -24.0% | -21.6% | -2.4% | -14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling