+354.4%
CNP vs LPLA
+1,111.7%
-757.3%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | -3.0% | +3.6% | -6.7% | -3.7% |
| 30D | +6.8% | -6.8% | +13.6% | +7.8% |
| 3M | +3.6% | -17.0% | +20.7% | +6.6% |
| 6M | 0.0% | +1.8% | -1.8% | -1.3% |
| YTD | +9.4% | -13.4% | +22.8% | +10.5% |
| 1Y | +6.8% | -17.5% | +24.3% | +8.8% |
| 3Y | +64.2% | +36.5% | +27.7% | +46.5% |
| 5Y | +76.0% | +92.6% | -16.6% | +39.8% |
| 10Y | +143.3% | +809.2% | -665.9% | +36.8% |
| All | +354.4% | +1,111.7% | -757.3% | +127.7% |
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