+180.5%
COR vs LPLA
+143.6%
+36.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.7% |
| 7D | -1.9% | -2.1% | +0.2% | -1.7% |
| 30D | +1.5% | -3.3% | +4.9% | +1.7% |
| 3M | +18.7% | +23.5% | -4.8% | +16.7% |
| 6M | -9.0% | +12.0% | -21.0% | -10.0% |
| YTD | -3.3% | -1.7% | -1.6% | -3.5% |
| 1Y | +9.8% | +3.2% | +6.6% | +9.0% |
| 3Y | +87.4% | +46.2% | +41.2% | +75.7% |
| 5Y | +180.5% | +144.9% | +35.6% | +127.3% |
| All | +180.5% | +143.6% | +36.9% | +127.3% |
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 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