+820.2%
CTAS vs LPLA
+797.0%
+23.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.6% |
| 7D | -0.8% | -3.2% | +2.4% | +0.2% |
| 30D | +10.7% | -8.6% | +19.4% | +13.2% |
| 3M | +11.0% | -18.7% | +29.7% | +17.4% |
| 6M | +38.7% | +4.5% | +34.2% | +34.8% |
| YTD | +21.8% | -15.3% | +37.1% | +25.0% |
| 1Y | +23.6% | -19.9% | +43.5% | +29.0% |
| 3Y | +74.9% | +33.4% | +41.5% | +46.0% |
| 5Y | +119.5% | +87.4% | +32.1% | +49.6% |
| 10Y | +820.2% | +800.4% | +19.8% | +252.6% |
| All | +820.2% | +797.0% | +23.2% | +252.6% |
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