+223.2%
CP vs LPLA
+1,194.2%
-971.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.2% |
| 7D | +2.4% | -2.1% | +4.5% | +3.0% |
| 30D | -0.5% | -3.3% | +2.8% | +0.4% |
| 3M | +1.4% | +23.5% | -22.1% | -5.0% |
| 6M | +10.3% | +12.0% | -1.7% | +5.8% |
| YTD | +24.3% | -1.7% | +26.0% | +23.1% |
| 1Y | +20.4% | +3.2% | +17.2% | +16.8% |
| 3Y | +21.8% | +46.2% | -24.4% | +2.0% |
| 5Y | +31.5% | +144.9% | -113.4% | -13.4% |
| 10Y | +223.2% | +1,195.1% | -971.9% | +23.0% |
| All | +223.2% | +1,194.2% | -971.0% | +23.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling