+768.5%
CSCO vs LPLA
+1,311.2%
-542.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | -0.7% | -3.1% | +2.4% | +0.1% |
| 30D | -10.1% | -0.1% | -10.0% | -10.1% |
| 3M | -15.7% | +23.2% | -38.9% | -20.1% |
| 6M | +36.3% | +15.5% | +20.7% | +30.5% |
| YTD | +43.8% | +0.9% | +42.9% | +42.0% |
| 1Y | +63.9% | +0.2% | +63.8% | +61.4% |
| 3Y | +104.4% | +55.2% | +49.1% | +76.7% |
| 5Y | +111.4% | +145.4% | -34.1% | +56.6% |
| 10Y | +361.7% | +1,229.7% | -868.0% | +118.4% |
| All | +768.5% | +1,311.2% | -542.7% | +258.7% |
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