+45.7%
CNH vs LPLA
+853.5%
-807.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.7% |
| 7D | +6.7% | -3.2% | +9.8% | +8.0% |
| 30D | +7.2% | -8.6% | +15.8% | +10.2% |
| 3M | +17.5% | -18.7% | +36.2% | +25.6% |
| 6M | +15.0% | +4.5% | +10.4% | +10.6% |
| YTD | +36.8% | -15.3% | +52.1% | +41.0% |
| 1Y | +27.6% | -19.9% | +47.5% | +34.4% |
| 3Y | +34.3% | +33.4% | +0.9% | +9.9% |
| 5Y | -12.2% | +87.4% | -99.6% | -39.6% |
| 10Y | +113.9% | +800.4% | -686.6% | -13.5% |
| All | +45.7% | +853.5% | -807.8% | -41.8% |
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