+257.6%
CP vs LPLA
+892.4%
-634.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +3.4% | -1.4% | +1.1% |
| 7D | +2.8% | +2.3% | +0.5% | +2.1% |
| 30D | +11.3% | -7.7% | +19.0% | +13.4% |
| 3M | +2.9% | -15.7% | +18.5% | +7.2% |
| 6M | +9.8% | +0.8% | +8.9% | +8.0% |
| YTD | +28.5% | -14.2% | +42.8% | +31.4% |
| 1Y | +33.5% | -17.9% | +51.4% | +38.2% |
| 3Y | +31.9% | +36.1% | -4.1% | +11.4% |
| 5Y | +25.5% | +90.3% | -64.8% | -11.3% |
| 10Y | +257.6% | +841.0% | -583.4% | +41.6% |
| All | +257.6% | +892.4% | -634.9% | +41.6% |
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