+24.4%
CP vs LPLA
+78.4%
-54.0%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.4% |
| 7D | +2.8% | +4.1% | -1.4% | +2.1% |
| 30D | +10.2% | -9.0% | +19.2% | +11.7% |
| 3M | +2.4% | -17.6% | +20.0% | +5.3% |
| 6M | +7.7% | -8.8% | +16.5% | +8.7% |
| YTD | +26.0% | -17.0% | +43.0% | +28.7% |
| 1Y | +34.6% | -20.4% | +55.1% | +38.5% |
| 3Y | +26.7% | +35.4% | -8.7% | +15.2% |
| All | +24.4% | +78.4% | -54.0% | 0.0% |
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 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