+737.2%
CP vs LPLA
+1,060.6%
-323.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.2% |
| 7D | +2.8% | +4.1% | -1.4% | +1.6% |
| 30D | +10.2% | -9.0% | +19.2% | +12.7% |
| 3M | +2.4% | -17.6% | +20.0% | +7.3% |
| 6M | +7.7% | -8.8% | +16.5% | +9.0% |
| YTD | +26.0% | -17.0% | +43.0% | +30.0% |
| 1Y | +34.6% | -20.4% | +55.1% | +40.5% |
| 3Y | +26.7% | +35.4% | -8.7% | +8.1% |
| 5Y | +24.9% | +79.7% | -54.8% | -7.1% |
| 10Y | +258.6% | +915.0% | -656.3% | +46.1% |
| All | +737.2% | +1,060.6% | -323.4% | +192.5% |
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