-30.4%
CMCSA vs LPLA
+50.5%
-80.8%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | +0.1% | -2.1% | +2.2% | +0.3% |
| 30D | +3.8% | -3.3% | +7.2% | +4.2% |
| 3M | +12.3% | +23.5% | -11.2% | +9.9% |
| 6M | -15.4% | +12.0% | -27.4% | -16.5% |
| YTD | -2.5% | -1.7% | -0.8% | -2.7% |
| 1Y | -13.4% | +3.2% | -16.6% | -14.5% |
| 3Y | -30.4% | +46.2% | -76.6% | -30.8% |
| All | -30.4% | +50.5% | -80.8% | -30.8% |
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