+500.1%
CSGP vs LPLA
+1,311.2%
-811.2%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.3% | -2.1% | -2.3% |
| 7D | -4.1% | -3.1% | -1.0% | -3.2% |
| 30D | +2.3% | -0.1% | +2.4% | +2.3% |
| 3M | -8.2% | +23.2% | -31.4% | -13.8% |
| 6M | -35.1% | +15.5% | -50.6% | -38.2% |
| YTD | -54.0% | +0.9% | -54.9% | -54.6% |
| 1Y | -65.3% | +0.2% | -65.5% | -65.9% |
| 3Y | -62.6% | +55.2% | -117.8% | -68.7% |
| 5Y | -64.8% | +145.4% | -210.3% | -75.4% |
| 10Y | +45.1% | +1,229.7% | -1,184.6% | -45.2% |
| All | +500.1% | +1,311.2% | -811.2% | +93.3% |
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