+409.0%
CSX vs LPLA
+824.7%
-415.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.0% | +0.2% | +0.9% |
| 7D | +0.7% | +3.6% | -2.9% | -0.4% |
| 30D | +8.1% | -6.8% | +14.8% | +9.9% |
| 3M | +2.2% | -17.0% | +19.2% | +7.5% |
| 6M | +14.6% | +1.8% | +12.8% | +11.9% |
| YTD | +42.2% | -13.4% | +55.6% | +44.9% |
| 1Y | +47.3% | -17.5% | +64.8% | +52.5% |
| 3Y | +73.5% | +36.5% | +37.1% | +43.6% |
| 5Y | +54.1% | +92.6% | -38.5% | +3.8% |
| 10Y | +409.0% | +809.2% | -400.2% | +78.5% |
| All | +409.0% | +824.7% | -415.8% | +78.5% |
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