+535.1%
CMS vs LPLA
+1,311.2%
-776.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +0.4% | -3.1% | +3.4% | +0.5% |
| 30D | -3.6% | -0.1% | -3.5% | -3.6% |
| 3M | -1.9% | +23.2% | -25.1% | -3.1% |
| 6M | -11.0% | +15.5% | -26.5% | -11.8% |
| YTD | +0.2% | +0.9% | -0.7% | -0.1% |
| 1Y | -1.3% | +0.2% | -1.5% | -1.7% |
| 3Y | +35.9% | +55.2% | -19.3% | +30.4% |
| 5Y | +23.1% | +145.4% | -122.3% | +12.3% |
| 10Y | +117.9% | +1,229.7% | -1,111.7% | +71.8% |
| All | +535.1% | +1,311.2% | -776.2% | +361.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling