-63.2%
CSGP vs LPLA
+78.4%
-141.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.8% | -2.9% | -4.2% |
| 7D | +1.3% | +4.1% | -2.9% | +0.2% |
| 30D | +10.7% | -9.0% | +19.7% | +13.7% |
| 3M | +3.3% | -17.6% | +20.9% | +8.4% |
| 6M | -10.3% | -8.8% | -1.5% | -8.3% |
| YTD | -54.6% | -17.0% | -37.5% | -52.7% |
| 1Y | -54.6% | -20.4% | -34.2% | -52.4% |
| 3Y | -60.3% | +35.4% | -95.8% | -64.7% |
| All | -63.2% | +78.4% | -141.6% | -72.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling