+104.7%
COST vs LPLA
+142.4%
-37.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | -2.5% | -3.7% | +1.2% | -2.0% |
| 30D | -4.4% | -6.4% | +1.9% | -3.7% |
| 3M | -8.1% | +20.2% | -28.3% | -10.3% |
| 6M | -9.2% | +12.8% | -22.1% | -10.9% |
| YTD | +5.1% | -2.5% | +7.6% | +5.1% |
| 1Y | -5.1% | +1.9% | -7.0% | -6.0% |
| 3Y | +70.4% | +45.0% | +25.4% | +57.7% |
| 5Y | +104.7% | +146.6% | -41.9% | +65.2% |
| All | +104.7% | +142.4% | -37.7% | +65.2% |
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