+772.9%
CMI vs LPLA
+1,275.5%
-502.5%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +1.0% |
| 7D | +1.9% | -2.1% | +4.0% | +2.6% |
| 30D | -12.5% | -3.3% | -9.2% | -11.6% |
| 3M | -16.2% | +23.5% | -39.7% | -22.6% |
| 6M | +4.9% | +12.0% | -7.2% | -0.4% |
| YTD | +11.1% | -1.7% | +12.8% | +10.3% |
| 1Y | +43.4% | +3.2% | +40.2% | +39.1% |
| 3Y | +154.1% | +46.2% | +107.9% | +110.9% |
| 5Y | +169.5% | +144.9% | +24.6% | +77.6% |
| 10Y | +503.8% | +1,195.1% | -691.3% | +108.2% |
| All | +772.9% | +1,275.5% | -502.5% | +150.3% |
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