+36.9%
CMS vs LPLA
+36.1%
+0.9%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.2% |
| 7D | -1.3% | +4.1% | -5.5% | -1.2% |
| 30D | +6.3% | -9.0% | +15.3% | +6.0% |
| 3M | -2.1% | -17.6% | +15.6% | -2.7% |
| 6M | -5.1% | -8.8% | +3.7% | -5.1% |
| YTD | +1.3% | -17.0% | +18.3% | +1.1% |
| 1Y | -1.4% | -20.4% | +19.0% | -1.6% |
| 3Y | +36.9% | +35.4% | +1.5% | +40.6% |
| All | +36.9% | +36.1% | +0.9% | +40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling