+260.5%
CP vs LPLA
+758.1%
-497.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.5% | -0.5% |
| 7D | +2.1% | -0.9% | +3.1% | +2.4% |
| 30D | +9.3% | -9.5% | +18.8% | +11.9% |
| 3M | +0.5% | -21.9% | +22.3% | +7.0% |
| 6M | +10.4% | -2.6% | +13.0% | +9.7% |
| YTD | +28.7% | -17.8% | +46.5% | +33.2% |
| 1Y | +33.2% | -21.2% | +54.4% | +39.4% |
| 3Y | +38.4% | +30.6% | +7.8% | +18.2% |
| 5Y | +26.2% | +81.3% | -55.2% | -9.6% |
| All | +260.5% | +758.1% | -497.6% | +46.3% |
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