+139.9%
CNP vs LPLA
+1,198.0%
-1,058.1%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | +0.7% | -1.5% | +2.2% | +1.0% |
| 30D | -0.1% | -6.0% | +5.9% | +1.1% |
| 3M | -5.6% | +21.4% | -27.0% | -9.6% |
| 6M | -7.5% | +12.1% | -19.6% | -10.3% |
| YTD | +5.5% | -1.8% | +7.3% | +4.6% |
| 1Y | +8.3% | +3.2% | +5.1% | +5.7% |
| 3Y | +51.8% | +45.9% | +5.8% | +31.7% |
| 5Y | +69.9% | +144.7% | -74.8% | +19.7% |
| 10Y | +139.9% | +1,222.4% | -1,082.5% | +22.5% |
| All | +139.9% | +1,198.0% | -1,058.1% | +22.5% |
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