+62.6%
CSGP vs LPLA
+797.0%
-734.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -7.1% | -3.2% | -3.9% | -6.3% |
| 30D | +3.6% | -8.6% | +12.2% | +6.5% |
| 3M | -2.7% | -18.7% | +15.9% | +3.0% |
| 6M | -8.1% | +4.5% | -12.6% | -9.4% |
| YTD | -55.0% | -15.3% | -39.7% | -53.3% |
| 1Y | -55.8% | -19.9% | -35.9% | -53.4% |
| 3Y | -62.0% | +33.4% | -95.4% | -66.5% |
| 5Y | -62.9% | +87.4% | -150.3% | -71.6% |
| 10Y | +62.6% | +800.4% | -737.8% | -17.6% |
| All | +62.6% | +797.0% | -734.4% | -17.6% |
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