+310.1%
COP vs LPLA
+824.7%
-514.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.4% |
| 7D | -6.1% | +3.6% | -9.7% | -7.9% |
| 30D | +1.1% | -6.8% | +7.9% | +2.9% |
| 3M | +10.9% | -17.0% | +28.0% | +18.6% |
| 6M | +20.8% | +1.8% | +18.9% | +16.0% |
| YTD | +48.0% | -13.4% | +61.4% | +51.1% |
| 1Y | +58.5% | -17.5% | +76.0% | +65.5% |
| 3Y | +28.1% | +36.5% | -8.3% | -2.7% |
| 5Y | +120.5% | +92.6% | +27.8% | +26.7% |
| 10Y | +310.1% | +809.2% | -499.1% | +8.8% |
| All | +310.1% | +824.7% | -514.6% | +8.8% |
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