+1,036.0%
CNC vs LPLA
+1,275.5%
-239.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.1% | -3.1% |
| 7D | -1.0% | -2.1% | +1.1% | -0.5% |
| 30D | -1.8% | -3.3% | +1.5% | -1.1% |
| 3M | -0.7% | +23.5% | -24.2% | -5.7% |
| 6M | +47.9% | +12.0% | +35.9% | +43.1% |
| YTD | +56.9% | -1.7% | +58.6% | +55.5% |
| 1Y | +123.9% | +3.2% | +120.7% | +118.4% |
| 3Y | -1.3% | +46.2% | -47.5% | -15.9% |
| 5Y | +2.8% | +144.9% | -142.1% | -27.7% |
| 10Y | +90.9% | +1,195.1% | -1,104.2% | -20.5% |
| All | +1,036.0% | +1,275.5% | -239.5% | +306.6% |
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 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