+9.8%
CG vs LPLA
+143.6%
-133.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.4% | -0.9% |
| 7D | -1.3% | -2.1% | +0.8% | -0.2% |
| 30D | -3.2% | -3.3% | +0.2% | -1.6% |
| 3M | +6.2% | +23.5% | -17.3% | -4.8% |
| 6M | -4.7% | +12.0% | -16.7% | -10.7% |
| YTD | -20.6% | -1.7% | -19.0% | -20.7% |
| 1Y | -26.4% | +3.2% | -29.6% | -28.8% |
| 3Y | +55.4% | +46.2% | +9.2% | +26.7% |
| 5Y | +9.8% | +144.9% | -135.1% | -41.5% |
| All | +9.8% | +143.6% | -133.8% | -41.5% |
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