+85.0%
COR vs LPLA
+29.4%
+55.6%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +7.8% | -0.9% | +8.8% | +7.9% |
| 30D | +7.0% | -9.5% | +16.5% | +7.1% |
| 3M | +16.3% | -21.9% | +38.1% | +16.4% |
| 6M | +41.3% | -2.6% | +43.9% | +41.3% |
| YTD | +7.1% | -17.8% | +24.9% | +7.3% |
| 1Y | -0.8% | -21.2% | +20.4% | -0.7% |
| 3Y | +85.0% | +30.6% | +54.4% | +81.1% |
| All | +85.0% | +29.4% | +55.6% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling