+35.2%
CMS vs LPLA
+50.5%
-15.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.5% | +3.0% | +0.4% |
| 7D | +1.2% | -2.1% | +3.3% | +1.1% |
| 30D | -3.2% | -3.3% | +0.2% | -3.3% |
| 3M | -2.2% | +23.5% | -25.7% | -1.4% |
| 6M | -9.4% | +12.0% | -21.4% | -8.8% |
| YTD | +0.7% | -1.7% | +2.4% | +1.1% |
| 1Y | +0.4% | +3.2% | -2.9% | +0.8% |
| 3Y | +35.2% | +46.2% | -11.0% | +37.2% |
| All | +35.2% | +50.5% | -15.3% | +37.2% |
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