+711.8%
CMG vs LPLA
+1,275.5%
-563.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.6% |
| 7D | -1.5% | -2.1% | +0.6% | -1.0% |
| 30D | +12.7% | -3.3% | +16.1% | +13.6% |
| 3M | +26.3% | +23.5% | +2.7% | +19.3% |
| 6M | +4.5% | +12.0% | -7.5% | +0.8% |
| YTD | -0.1% | -1.7% | +1.6% | -0.6% |
| 1Y | -6.8% | +3.2% | -10.0% | -8.8% |
| 3Y | -5.0% | +46.2% | -51.2% | -16.8% |
| 5Y | -3.0% | +144.9% | -147.9% | -27.7% |
| 10Y | +323.6% | +1,195.1% | -871.5% | +113.3% |
| All | +711.8% | +1,275.5% | -563.7% | +250.3% |
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 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