+759.6%
CI vs LPLA
+1,311.2%
-551.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | -3.1% | +4.4% | +2.0% |
| 30D | +4.4% | -0.1% | +4.5% | +4.4% |
| 3M | +0.7% | +23.2% | -22.6% | -4.6% |
| 6M | +0.3% | +15.5% | -15.2% | -3.9% |
| YTD | +3.8% | +0.9% | +2.9% | +2.3% |
| 1Y | -5.5% | +0.2% | -5.7% | -7.2% |
| 3Y | +8.1% | +55.2% | -47.1% | -9.2% |
| 5Y | +42.8% | +145.4% | -102.6% | +1.2% |
| 10Y | +143.9% | +1,229.7% | -1,085.8% | +5.8% |
| All | +759.6% | +1,311.2% | -551.7% | +211.0% |
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 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