+242.0%
COF vs LPLA
+1,251.7%
-1,009.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.5% |
| 7D | -5.1% | -1.5% | -3.6% | -4.3% |
| 30D | -6.0% | -6.0% | 0.0% | -2.6% |
| 3M | +14.8% | +24.0% | -9.2% | +0.4% |
| 6M | +15.3% | +17.0% | -1.7% | +3.3% |
| YTD | -13.0% | -0.7% | -12.4% | -14.3% |
| 1Y | -5.7% | +2.1% | -7.8% | -9.6% |
| 3Y | +118.1% | +48.7% | +69.4% | +59.2% |
| 5Y | +46.2% | +151.2% | -105.0% | -30.8% |
| All | +242.0% | +1,251.7% | -1,009.7% | -30.3% |
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 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