+1,427.2%
COR vs LPLA
+1,311.2%
+116.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.5% | -1.8% |
| 7D | +2.8% | -3.1% | +5.8% | +3.3% |
| 30D | +4.5% | -0.1% | +4.6% | +4.5% |
| 3M | +22.7% | +23.2% | -0.6% | +17.8% |
| 6M | -9.7% | +15.5% | -25.3% | -12.6% |
| YTD | -1.4% | +0.9% | -2.3% | -2.6% |
| 1Y | +13.9% | +0.2% | +13.8% | +12.3% |
| 3Y | +94.0% | +55.2% | +38.7% | +70.1% |
| 5Y | +184.0% | +145.4% | +38.6% | +118.0% |
| 10Y | +406.8% | +1,229.7% | -822.9% | +169.5% |
| All | +1,427.2% | +1,311.2% | +116.0% | +644.8% |
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