-69.3%
CPNG vs LPLA
+159.0%
-228.3%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.5% |
| 7D | -1.1% | -1.5% | +0.4% | -0.6% |
| 30D | -7.4% | -6.0% | -1.3% | -5.7% |
| 3M | -12.3% | +24.0% | -36.4% | -18.3% |
| 6M | -19.4% | +17.0% | -36.4% | -23.9% |
| YTD | -35.9% | -0.7% | -35.2% | -36.4% |
| 1Y | -53.4% | +2.1% | -55.5% | -54.4% |
| 3Y | -20.0% | +48.7% | -68.7% | -34.0% |
| 5Y | -49.6% | +151.2% | -200.8% | -68.5% |
| All | -69.3% | +159.0% | -228.3% | -80.6% |
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