+314.1%
COPX vs LPLA
+758.1%
-444.0%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.1% | -2.6% | -2.5% |
| 7D | -2.8% | -0.9% | -1.9% | -2.5% |
| 30D | -14.3% | -9.5% | -4.8% | -11.6% |
| 3M | -19.0% | -21.9% | +2.8% | -11.9% |
| 6M | -24.4% | -2.6% | -21.8% | -25.1% |
| YTD | -3.2% | -17.8% | +14.6% | +1.4% |
| 1Y | +15.2% | -21.2% | +36.3% | +22.7% |
| 3Y | +127.6% | +30.6% | +97.0% | +84.9% |
| 5Y | +106.0% | +81.3% | +24.7% | +35.3% |
| All | +314.1% | +758.1% | -444.0% | +34.6% |
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