+53.3%
CSX vs LPLA
+81.7%
-28.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.8% |
| 7D | -2.7% | +7.6% | -10.3% | -3.9% |
| 30D | +7.0% | -9.5% | +16.5% | +8.5% |
| 3M | -0.3% | -16.3% | +16.0% | +2.3% |
| 6M | +13.5% | -8.0% | +21.5% | +14.3% |
| YTD | +41.5% | -15.5% | +57.0% | +43.9% |
| 1Y | +45.8% | -19.4% | +65.1% | +49.6% |
| 3Y | +74.4% | +39.7% | +34.7% | +58.0% |
| All | +53.3% | +81.7% | -28.3% | +26.5% |
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 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