+68.0%
CNH vs LPLA
+1,035.9%
-967.9%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.4% | +4.2% |
| 7D | +23.3% | -3.1% | +26.4% | +24.6% |
| 30D | +33.5% | -0.1% | +33.5% | +33.2% |
| 3M | +32.7% | +23.2% | +9.5% | +21.6% |
| 6M | +22.2% | +15.5% | +6.6% | +13.8% |
| YTD | +57.7% | +0.9% | +56.8% | +53.6% |
| 1Y | +28.0% | +0.2% | +27.8% | +24.1% |
| 3Y | +11.5% | +55.2% | -43.7% | -13.1% |
| 5Y | +11.9% | +145.4% | -133.6% | -30.1% |
| 10Y | +162.8% | +1,229.7% | -1,066.9% | -4.0% |
| All | +68.0% | +1,035.9% | -967.9% | -36.6% |
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