-27.1%
CMCSA vs LPLA
+29.4%
-56.5%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +3.2% | -0.9% | +4.1% | +3.3% |
| 30D | +19.5% | -9.5% | +29.0% | +20.7% |
| 3M | -2.4% | -21.9% | +19.5% | +0.1% |
| 6M | +3.8% | -2.6% | +6.5% | +4.0% |
| YTD | -5.4% | -17.8% | +12.4% | -3.9% |
| 1Y | +1.1% | -21.2% | +22.3% | +3.3% |
| 3Y | -27.1% | +30.6% | -57.8% | -28.7% |
| All | -27.1% | +29.4% | -56.5% | -28.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling