+336.7%
COP vs LPLA
+758.1%
-421.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | +4.4% | -0.9% | +5.3% | +4.7% |
| 30D | 0.0% | -9.5% | +9.5% | +3.0% |
| 3M | +15.0% | -21.9% | +36.9% | +26.3% |
| 6M | +22.0% | -2.6% | +24.6% | +19.7% |
| YTD | +55.3% | -17.8% | +73.1% | +62.2% |
| 1Y | +64.1% | -21.2% | +85.3% | +74.7% |
| 3Y | +34.1% | +30.6% | +3.4% | +3.6% |
| 5Y | +133.4% | +81.3% | +52.0% | +37.8% |
| All | +336.7% | +758.1% | -421.4% | +18.5% |
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 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