+874.5%
CSX vs LPLA
+1,081.7%
-207.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.4% | +1.1% | -1.3% |
| 7D | -2.7% | +7.6% | -10.3% | -4.9% |
| 30D | +7.0% | -9.5% | +16.5% | +9.7% |
| 3M | -0.3% | -16.3% | +16.0% | +4.4% |
| 6M | +13.5% | -8.0% | +21.5% | +14.6% |
| YTD | +41.5% | -15.5% | +57.0% | +45.1% |
| 1Y | +45.8% | -19.4% | +65.1% | +51.7% |
| 3Y | +74.4% | +39.7% | +34.7% | +45.4% |
| 5Y | +53.6% | +83.0% | -29.4% | +10.5% |
| 10Y | +465.6% | +933.4% | -467.8% | +114.2% |
| All | +874.5% | +1,081.7% | -207.2% | +208.2% |
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