+104.7%
CSCO vs LPLA
+37.6%
+67.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.4% |
| 7D | -2.9% | +2.3% | -5.2% | -3.3% |
| 30D | -16.7% | -7.7% | -9.0% | -15.5% |
| 3M | -18.4% | -15.7% | -2.8% | -15.9% |
| 6M | +2.9% | +0.8% | +2.1% | +2.2% |
| YTD | +30.4% | -14.2% | +44.7% | +33.3% |
| 1Y | +41.4% | -17.9% | +59.3% | +45.7% |
| 3Y | +104.7% | +36.1% | +68.6% | +93.1% |
| All | +104.7% | +37.6% | +67.0% | +93.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling