+160.7%
CNH vs LPLA
+1,198.0%
-1,037.3%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | +1.8% | -1.5% | +3.4% | +2.6% |
| 30D | +32.6% | -6.0% | +38.6% | +36.0% |
| 3M | +29.4% | +21.4% | +8.1% | +17.8% |
| 6M | +26.0% | +12.1% | +13.9% | +17.7% |
| YTD | +52.2% | -1.8% | +54.1% | +49.4% |
| 1Y | +23.9% | +3.2% | +20.7% | +18.0% |
| 3Y | +10.1% | +45.9% | -35.8% | -15.8% |
| 5Y | +13.2% | +144.7% | -131.5% | -36.9% |
| 10Y | +160.7% | +1,222.4% | -1,061.8% | -26.4% |
| All | +160.7% | +1,198.0% | -1,037.3% | -26.4% |
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