+123.5%
CMS vs LPLA
+902.8%
-779.3%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.8% | +0.5% | -1.2% |
| 7D | -0.5% | +4.1% | -4.7% | -0.7% |
| 30D | +7.2% | -9.0% | +16.2% | +7.6% |
| 3M | -1.3% | -17.6% | +16.4% | -0.5% |
| 6M | -4.3% | -8.8% | +4.5% | -4.1% |
| YTD | +2.1% | -17.0% | +19.1% | +2.7% |
| 1Y | -0.6% | -20.4% | +19.8% | +0.2% |
| 3Y | +38.0% | +35.4% | +2.6% | +33.1% |
| 5Y | +33.6% | +79.7% | -46.1% | +23.9% |
| All | +123.5% | +902.8% | -779.3% | +112.7% |
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