+118.1%
COF vs LPLA
+46.5%
+71.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | -0.3% |
| 7D | -5.1% | -1.5% | -3.6% | -4.5% |
| 30D | -6.0% | -6.0% | 0.0% | -3.4% |
| 3M | +14.8% | +24.0% | -9.2% | +3.6% |
| 6M | +15.3% | +17.0% | -1.7% | +6.2% |
| YTD | -13.0% | -0.7% | -12.4% | -13.6% |
| 1Y | -5.7% | +2.1% | -7.8% | -8.1% |
| 3Y | +118.1% | +48.7% | +69.4% | +88.9% |
| All | +118.1% | +46.5% | +71.6% | +88.9% |
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