+142.6%
COPX vs LPLA
+1,311.2%
-1,168.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -4.0% | -3.1% | -0.9% | -2.8% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +0.8% | +23.2% | -22.4% | -7.3% |
| 6M | +3.2% | +15.5% | -12.4% | -3.6% |
| YTD | +26.7% | +0.9% | +25.8% | +24.0% |
| 1Y | +85.7% | +0.2% | +85.5% | +80.9% |
| 3Y | +151.2% | +55.2% | +95.9% | +96.5% |
| 5Y | +170.0% | +145.4% | +24.6% | +66.1% |
| 10Y | +572.9% | +1,229.7% | -656.7% | +101.9% |
| All | +142.6% | +1,311.2% | -1,168.7% | -42.1% |
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