+687.6%
CSCO vs LPLA
+1,099.8%
-412.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.4% | +1.7% | +4.3% |
| 7D | -2.9% | +2.3% | -5.2% | -3.4% |
| 30D | -16.7% | -7.7% | -9.0% | -15.4% |
| 3M | -18.4% | -15.7% | -2.8% | -15.4% |
| 6M | +2.9% | +0.8% | +2.1% | +1.8% |
| YTD | +30.4% | -14.2% | +44.7% | +33.3% |
| 1Y | +41.4% | -17.9% | +59.3% | +46.0% |
| 3Y | +104.7% | +36.1% | +68.6% | +82.0% |
| 5Y | +96.9% | +90.3% | +6.6% | +55.1% |
| 10Y | +321.5% | +841.0% | -519.5% | +114.8% |
| All | +687.6% | +1,099.8% | -412.2% | +236.8% |
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