+812.1%
CME vs LPLA
+1,311.2%
-499.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | -3.1% | +1.5% | -0.9% |
| 30D | +6.2% | -0.1% | +6.3% | +6.2% |
| 3M | +10.4% | +23.2% | -12.8% | +5.0% |
| 6M | -9.5% | +15.5% | -25.1% | -13.1% |
| YTD | +6.0% | +0.9% | +5.1% | +4.6% |
| 1Y | +9.3% | +0.2% | +9.1% | +7.5% |
| 3Y | +57.7% | +55.2% | +2.4% | +33.8% |
| 5Y | +77.7% | +145.4% | -67.7% | +26.9% |
| 10Y | +281.2% | +1,229.7% | -948.4% | +63.5% |
| All | +812.1% | +1,311.2% | -499.2% | +241.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling