+0.4%
CMS vs LPLA
-16.5%
+16.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.6% | -3.2% | +1.6% |
| 7D | +4.1% | +15.7% | -11.6% | +4.9% |
| 30D | +10.9% | -6.2% | +17.0% | +10.2% |
| 3M | -0.2% | -12.0% | +11.8% | -1.5% |
| 6M | -4.7% | -2.7% | -2.0% | -4.4% |
| YTD | +3.9% | -12.5% | +16.4% | +3.9% |
| 1Y | +0.4% | -16.5% | +16.9% | 0.0% |
| All | +0.4% | -16.5% | +16.8% | 0.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling