+115.8%
CMS vs LPLA
+1,194.2%
-1,078.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.6% |
| 7D | +1.2% | -2.1% | +3.3% | +1.3% |
| 30D | -3.2% | -3.3% | +0.2% | -3.0% |
| 3M | -2.2% | +23.5% | -25.7% | -3.3% |
| 6M | -9.4% | +12.0% | -21.4% | -10.1% |
| YTD | +0.7% | -1.7% | +2.4% | +0.6% |
| 1Y | +0.4% | +3.2% | -2.9% | -0.2% |
| 3Y | +35.2% | +46.2% | -11.0% | +30.3% |
| 5Y | +24.1% | +144.9% | -120.8% | +12.6% |
| 10Y | +115.8% | +1,195.1% | -1,079.3% | +89.5% |
| All | +115.8% | +1,194.2% | -1,078.4% | +89.5% |
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