-27.0%
CG vs LPLA
-23.2%
-3.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -2.8% |
| 7D | -1.5% | -2.9% | +1.4% | -0.1% |
| 30D | +5.7% | -10.2% | +15.9% | +10.3% |
| 3M | -17.9% | -22.3% | +4.5% | -7.3% |
| 6M | -20.2% | -0.6% | -19.6% | -22.1% |
| YTD | -32.0% | -17.9% | -14.1% | -25.5% |
| 1Y | -27.0% | -22.1% | -4.9% | -16.3% |
| All | -27.0% | -23.2% | -3.8% | -16.3% |
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