-16.7%
CG vs LPLA
+89.2%
-105.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.4% | +3.2% | +4.9% |
| 7D | +3.0% | +2.3% | +0.7% | +2.1% |
| 30D | +10.1% | -7.7% | +17.8% | +13.5% |
| 3M | -10.8% | -15.7% | +4.9% | -4.1% |
| 6M | -15.2% | +0.8% | -16.1% | -17.1% |
| YTD | -26.9% | -14.2% | -12.7% | -22.8% |
| 1Y | -17.0% | -17.9% | +0.9% | -10.4% |
| 3Y | +54.6% | +36.1% | +18.6% | +29.2% |
| 5Y | -16.7% | +90.3% | -107.1% | -48.5% |
| All | -16.7% | +89.2% | -105.9% | -48.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling