+45.4%
COF vs LPLA
+142.4%
-97.0%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.1% | -1.5% |
| 7D | -6.1% | -3.7% | -2.4% | -4.4% |
| 30D | -5.2% | -6.4% | +1.2% | -2.2% |
| 3M | +17.0% | +20.2% | -3.2% | +6.9% |
| 6M | +12.9% | +12.8% | +0.1% | +5.5% |
| YTD | -13.5% | -2.5% | -11.0% | -13.5% |
| 1Y | -5.9% | +1.9% | -7.8% | -8.5% |
| 3Y | +117.1% | +45.0% | +72.2% | +76.7% |
| 5Y | +45.4% | +146.6% | -101.2% | -22.5% |
| All | +45.4% | +142.4% | -97.0% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling