+299.6%
CG vs LPLA
+1,052.4%
-752.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.9% |
| 7D | +2.0% | +3.6% | -1.7% | +0.5% |
| 30D | +8.5% | -6.8% | +15.3% | +11.0% |
| 3M | -12.1% | -17.0% | +4.9% | -5.8% |
| 6M | -16.4% | +1.8% | -18.3% | -18.3% |
| YTD | -28.0% | -13.4% | -14.6% | -24.7% |
| 1Y | -18.9% | -17.5% | -1.4% | -13.4% |
| 3Y | +51.2% | +36.5% | +14.8% | +28.6% |
| 5Y | -15.9% | +92.6% | -108.5% | -39.6% |
| 10Y | +305.9% | +809.2% | -503.3% | +71.4% |
| All | +299.6% | +1,052.4% | -752.7% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling