+503.2%
CMI vs LPLA
+1,251.7%
-748.5%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.5% |
| 7D | -0.7% | -1.5% | +0.8% | -0.2% |
| 30D | -12.4% | -6.0% | -6.4% | -10.5% |
| 3M | -14.8% | +24.0% | -38.8% | -21.6% |
| 6M | +0.8% | +17.0% | -16.2% | -6.0% |
| YTD | +10.2% | -0.7% | +10.9% | +9.0% |
| 1Y | +37.4% | +2.1% | +35.3% | +33.8% |
| 3Y | +153.3% | +48.7% | +104.6% | +106.7% |
| 5Y | +167.6% | +151.2% | +16.4% | +68.1% |
| All | +503.2% | +1,251.7% | -748.5% | +98.7% |
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