+60.7%
COP vs LPLA
-16.5%
+77.2%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.6% | -9.8% | -5.3% |
| 7D | -8.1% | +15.7% | -23.8% | -8.8% |
| 30D | +6.7% | -6.2% | +12.8% | +7.3% |
| 3M | +16.9% | -12.0% | +28.9% | +18.2% |
| 6M | +11.2% | -2.7% | +13.9% | +11.2% |
| YTD | +49.5% | -12.5% | +62.1% | +52.8% |
| 1Y | +60.7% | -16.5% | +77.2% | +68.0% |
| All | +60.7% | -16.5% | +77.2% | +68.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling