+714.5%
CSCO vs LPLA
+1,047.9%
-333.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +2.0% |
| 7D | +6.6% | -2.9% | +9.4% | +7.3% |
| 30D | -11.3% | -10.2% | -1.1% | -9.4% |
| 3M | -17.3% | -22.3% | +5.0% | -12.6% |
| 6M | +3.5% | -0.6% | +4.1% | +2.7% |
| YTD | +34.9% | -17.9% | +52.8% | +39.3% |
| 1Y | +40.5% | -22.1% | +62.6% | +46.9% |
| 3Y | +109.3% | +29.3% | +80.0% | +88.3% |
| 5Y | +105.9% | +81.0% | +24.8% | +64.0% |
| 10Y | +335.8% | +772.5% | -436.7% | +125.9% |
| All | +714.5% | +1,047.9% | -333.4% | +251.8% |
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