+414.9%
CSX vs LPLA
+758.1%
-343.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +6.0% | -0.9% | +6.9% | +6.2% |
| 30D | +7.8% | -9.5% | +17.3% | +10.6% |
| 3M | +4.1% | -21.9% | +26.0% | +11.6% |
| 6M | +17.9% | -2.6% | +20.5% | +16.8% |
| YTD | +44.9% | -17.8% | +62.7% | +50.1% |
| 1Y | +51.1% | -21.2% | +72.3% | +58.6% |
| 3Y | +78.3% | +30.6% | +47.6% | +49.4% |
| 5Y | +58.1% | +81.3% | -23.2% | +8.6% |
| All | +414.9% | +758.1% | -343.2% | +84.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling