+1,814.0%
COST vs LPLA
+1,275.5%
+538.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.5% | +1.9% | -0.3% |
| 7D | -3.2% | -2.1% | -1.1% | -2.9% |
| 30D | -4.0% | -3.3% | -0.6% | -3.6% |
| 3M | -6.5% | +23.5% | -30.0% | -9.2% |
| 6M | -8.5% | +12.0% | -20.5% | -10.2% |
| YTD | +6.0% | -1.7% | +7.7% | +5.6% |
| 1Y | -5.8% | +3.2% | -9.0% | -7.0% |
| 3Y | +71.8% | +46.2% | +25.6% | +59.5% |
| 5Y | +106.2% | +144.9% | -38.7% | +75.4% |
| 10Y | +602.0% | +1,195.1% | -593.0% | +356.8% |
| All | +1,814.0% | +1,275.5% | +538.5% | +1,063.1% |
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