+68.0%
COST vs LPLA
+43.8%
+24.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -2.5% | -3.7% | +1.2% | -2.2% |
| 30D | -4.4% | -6.4% | +1.9% | -3.9% |
| 3M | -8.1% | +20.2% | -28.3% | -9.6% |
| 6M | -9.2% | +12.8% | -22.1% | -10.4% |
| YTD | +5.1% | -2.5% | +7.6% | +5.4% |
| 1Y | -5.1% | +1.9% | -7.0% | -5.6% |
| All | +68.0% | +43.8% | +24.2% | +61.7% |
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