-52.4%
CSGP vs LPLA
-19.1%
-33.3%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.3% |
| 7D | +13.9% | +7.6% | +6.3% | +10.9% |
| 30D | +16.0% | -9.5% | +25.5% | +19.6% |
| 3M | +6.1% | -16.3% | +22.4% | +11.1% |
| 6M | -8.2% | -8.0% | -0.2% | -5.2% |
| YTD | -52.3% | -15.5% | -36.8% | -50.1% |
| All | -52.4% | -19.1% | -33.3% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling