-61.5%
CSGP vs LPLA
+79.1%
-140.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.7% |
| 7D | +13.9% | +7.6% | +6.3% | +11.8% |
| 30D | +16.0% | -9.5% | +25.5% | +19.2% |
| 3M | +6.1% | -16.3% | +22.4% | +10.9% |
| 6M | -8.2% | -8.0% | -0.2% | -6.4% |
| YTD | -52.3% | -15.5% | -36.8% | -50.6% |
| 1Y | -54.5% | -19.4% | -35.1% | -52.4% |
| 3Y | -58.6% | +39.7% | -98.3% | -63.5% |
| 5Y | -61.5% | +83.0% | -144.5% | -71.6% |
| All | -61.5% | +79.1% | -140.6% | -71.6% |
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 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