+64.6%
CNP vs LPLA
+37.6%
+27.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.4% |
| 7D | -4.3% | +2.3% | -6.6% | -4.3% |
| 30D | +5.7% | -7.7% | +13.4% | +5.7% |
| 3M | +0.9% | -15.7% | +16.6% | +0.8% |
| 6M | -1.1% | +0.8% | -1.9% | -1.0% |
| YTD | +8.3% | -14.2% | +22.5% | +8.5% |
| 1Y | +5.9% | -17.9% | +23.8% | +6.2% |
| 3Y | +64.6% | +36.1% | +28.6% | +65.3% |
| All | +64.6% | +37.6% | +27.0% | +65.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling