+388.9%
COP vs LPLA
+1,311.2%
-922.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -0.9% |
| 7D | +3.0% | -3.1% | +6.1% | +4.2% |
| 30D | +17.5% | -0.1% | +17.6% | +17.3% |
| 3M | +13.4% | +23.2% | -9.9% | +3.4% |
| 6M | +17.7% | +15.5% | +2.2% | +9.2% |
| YTD | +46.6% | +0.9% | +45.7% | +42.6% |
| 1Y | +44.6% | +0.2% | +44.4% | +40.0% |
| 3Y | +20.7% | +55.2% | -34.5% | -6.8% |
| 5Y | +185.0% | +145.4% | +39.6% | +70.6% |
| 10Y | +347.0% | +1,229.7% | -882.7% | +41.4% |
| All | +388.9% | +1,311.2% | -922.3% | +39.3% |
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