+522.2%
CSGP vs LPLA
+1,081.7%
-559.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -0.6% |
| 7D | +13.9% | +7.6% | +6.3% | +11.5% |
| 30D | +16.0% | -9.5% | +25.5% | +19.7% |
| 3M | +6.1% | -16.3% | +22.4% | +11.8% |
| 6M | -8.2% | -8.0% | -0.2% | -6.3% |
| YTD | -52.3% | -15.5% | -36.8% | -50.4% |
| 1Y | -54.5% | -19.4% | -35.1% | -52.1% |
| 3Y | -58.6% | +39.7% | -98.3% | -64.3% |
| 5Y | -61.5% | +83.0% | -144.5% | -70.5% |
| 10Y | +74.7% | +933.4% | -858.8% | -28.5% |
| All | +522.2% | +1,081.7% | -559.5% | +111.2% |
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