+106.3%
CNH vs LPLA
+824.7%
-718.5%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.0% | -5.4% | -4.8% |
| 7D | +4.5% | +3.6% | +0.9% | +2.9% |
| 30D | +7.6% | -6.8% | +14.4% | +10.1% |
| 3M | +17.0% | -17.0% | +34.0% | +25.2% |
| 6M | +12.9% | +1.8% | +11.1% | +9.2% |
| YTD | +34.3% | -13.4% | +47.6% | +37.5% |
| 1Y | +28.5% | -17.5% | +46.1% | +34.5% |
| 3Y | +31.9% | +36.5% | -4.6% | +1.9% |
| 5Y | -9.6% | +92.6% | -102.2% | -44.6% |
| 10Y | +106.3% | +809.2% | -702.9% | -34.1% |
| All | +106.3% | +824.7% | -718.5% | -34.1% |
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