+288.0%
CME vs LPLA
+824.7%
-536.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.3% |
| 7D | +1.7% | +3.6% | -2.0% | +0.8% |
| 30D | +10.2% | -6.8% | +16.9% | +11.5% |
| 3M | +17.8% | -17.0% | +34.8% | +22.4% |
| 6M | +11.0% | +1.8% | +9.2% | +9.5% |
| YTD | +17.0% | -13.4% | +30.4% | +19.0% |
| 1Y | +15.8% | -17.5% | +33.3% | +19.0% |
| 3Y | +61.8% | +36.5% | +25.3% | +39.1% |
| 5Y | +72.5% | +92.6% | -20.2% | +26.0% |
| 10Y | +288.0% | +809.2% | -521.2% | +61.9% |
| All | +288.0% | +824.7% | -536.7% | +61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling