+730.2%
CP vs LPLA
+1,311.2%
-581.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.7% | -3.1% | +0.4% | -1.8% |
| 30D | +0.2% | -0.1% | +0.2% | +0.1% |
| 3M | +2.6% | +23.2% | -20.7% | -3.8% |
| 6M | +6.0% | +15.5% | -9.6% | +0.7% |
| YTD | +24.9% | +0.9% | +24.0% | +22.8% |
| 1Y | +20.1% | +0.2% | +19.9% | +17.5% |
| 3Y | +16.4% | +55.2% | -38.8% | -3.7% |
| 5Y | +31.7% | +145.4% | -113.7% | -10.4% |
| 10Y | +223.9% | +1,229.7% | -1,005.8% | +22.7% |
| All | +730.2% | +1,311.2% | -581.0% | +176.4% |
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