-7.3%
CMG vs LPLA
+43.8%
-51.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +0.9% | +0.4% |
| 7D | -3.8% | -3.7% | -0.2% | -3.1% |
| 30D | +12.9% | -6.4% | +19.3% | +14.5% |
| 3M | +18.8% | +20.2% | -1.4% | +13.6% |
| 6M | +4.1% | +12.8% | -8.8% | +0.7% |
| YTD | -2.4% | -2.5% | +0.1% | -2.3% |
| 1Y | -6.7% | +1.9% | -8.6% | -7.9% |
| All | -7.3% | +43.8% | -51.1% | -15.6% |
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