+73.1%
CME vs LPLA
+80.3%
-7.3%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +3.9% | -0.9% | +4.9% | +4.0% |
| 30D | +11.3% | -9.5% | +20.8% | +12.3% |
| 3M | +19.6% | -21.9% | +41.4% | +22.3% |
| 6M | +8.1% | -2.6% | +10.7% | +8.0% |
| YTD | +20.4% | -17.8% | +38.2% | +21.9% |
| 1Y | +16.5% | -21.2% | +37.7% | +18.4% |
| 3Y | +66.4% | +30.6% | +35.8% | +55.2% |
| All | +73.1% | +80.3% | -7.3% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling