+190.0%
COP vs LPLA
+150.0%
+40.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +3.0% | -3.1% | +6.1% | +3.9% |
| 30D | +17.5% | -0.1% | +17.6% | +17.4% |
| 3M | +13.4% | +23.2% | -9.9% | +6.1% |
| 6M | +17.7% | +15.5% | +2.2% | +11.6% |
| YTD | +46.6% | +0.9% | +45.7% | +44.3% |
| 1Y | +44.6% | +0.2% | +44.4% | +41.9% |
| 3Y | +20.7% | +55.2% | -34.5% | +0.4% |
| All | +190.0% | +150.0% | +40.0% | +91.4% |
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 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