+611.0%
COF vs LPLA
+1,273.0%
-662.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.3% | -1.4% |
| 7D | -2.7% | -1.5% | -1.1% | -1.9% |
| 30D | -3.4% | -6.0% | +2.6% | -0.3% |
| 3M | +15.4% | +21.4% | -6.0% | +4.1% |
| 6M | +14.4% | +12.1% | +2.3% | +6.6% |
| YTD | -12.0% | -1.8% | -10.1% | -12.4% |
| 1Y | -3.7% | +3.2% | -7.0% | -7.4% |
| 3Y | +121.1% | +45.9% | +75.1% | +73.0% |
| 5Y | +47.8% | +144.7% | -96.8% | -16.0% |
| 10Y | +250.3% | +1,222.4% | -972.1% | -1.6% |
| All | +611.0% | +1,273.0% | -662.0% | +71.4% |
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