+847.3%
CSX vs LPLA
+1,311.2%
-463.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.4% | -3.1% | -0.3% | -2.4% |
| 30D | -3.1% | -0.1% | -3.0% | -3.1% |
| 3M | +7.2% | +23.2% | -16.1% | -0.2% |
| 6M | +16.2% | +15.5% | +0.6% | +9.7% |
| YTD | +37.5% | +0.9% | +36.7% | +34.7% |
| 1Y | +53.2% | +0.2% | +53.1% | +49.6% |
| 3Y | +68.2% | +55.2% | +13.0% | +37.1% |
| 5Y | +65.2% | +145.4% | -80.2% | +8.4% |
| 10Y | +504.1% | +1,229.7% | -725.5% | +113.3% |
| All | +847.3% | +1,311.2% | -463.9% | +186.1% |
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