+348.0%
CNP vs LPLA
+1,060.6%
-712.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.0% |
| 7D | -4.2% | +4.1% | -8.3% | -5.0% |
| 30D | +5.5% | -9.0% | +14.5% | +7.0% |
| 3M | +0.6% | -17.6% | +18.2% | +3.6% |
| 6M | -2.8% | -8.8% | +6.0% | -2.1% |
| YTD | +7.9% | -17.0% | +24.9% | +9.8% |
| 1Y | +6.7% | -20.4% | +27.1% | +9.3% |
| 3Y | +61.1% | +35.4% | +25.7% | +43.8% |
| 5Y | +73.0% | +79.7% | -6.8% | +39.3% |
| 10Y | +141.9% | +915.0% | -773.1% | +34.2% |
| All | +348.0% | +1,060.6% | -712.6% | +126.3% |
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 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