+140.6%
CNP vs LPLA
+757.5%
-617.0%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.5% |
| 7D | +2.5% | -2.8% | +5.2% | +3.0% |
| 30D | +4.0% | -10.2% | +14.2% | +5.9% |
| 3M | +1.6% | -22.3% | +23.9% | +6.3% |
| 6M | -1.7% | -0.5% | -1.2% | -2.7% |
| YTD | +8.6% | -17.9% | +26.5% | +11.1% |
| 1Y | +5.8% | -22.0% | +27.9% | +9.3% |
| 3Y | +63.0% | +29.4% | +33.6% | +43.1% |
| 5Y | +74.7% | +81.2% | -6.6% | +30.9% |
| All | +140.6% | +757.5% | -617.0% | +22.4% |
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