+1,514.6%
COR vs LPLA
+1,084.6%
+430.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.7% |
| 7D | -1.2% | -3.2% | +2.0% | -0.6% |
| 30D | +7.6% | -8.6% | +16.3% | +9.1% |
| 3M | +5.0% | -18.7% | +23.7% | +8.5% |
| 6M | +35.3% | +4.5% | +30.8% | +33.2% |
| YTD | +4.2% | -15.3% | +19.5% | +5.9% |
| 1Y | -3.4% | -19.9% | +16.4% | -0.9% |
| 3Y | +81.1% | +33.4% | +47.7% | +62.8% |
| 5Y | +195.8% | +87.4% | +108.4% | +139.0% |
| 10Y | +493.6% | +800.4% | -306.8% | +234.8% |
| All | +1,514.6% | +1,084.6% | +430.0% | +709.8% |
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