+280.6%
CME vs LPLA
+1,198.0%
-917.4%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.6% | -1.5% | +0.9% | -0.3% |
| 30D | +4.7% | -6.0% | +10.7% | +6.2% |
| 3M | +7.8% | +21.4% | -13.5% | +2.8% |
| 6M | -11.0% | +12.1% | -23.1% | -13.9% |
| YTD | +4.0% | -1.8% | +5.9% | +3.3% |
| 1Y | +9.1% | +3.2% | +5.9% | +6.5% |
| 3Y | +52.3% | +45.9% | +6.3% | +30.0% |
| 5Y | +76.1% | +144.7% | -68.6% | +20.5% |
| 10Y | +280.6% | +1,222.4% | -941.8% | +43.0% |
| All | +280.6% | +1,198.0% | -917.4% | +43.0% |
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 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