+815.5%
CTAS vs LPLA
+758.1%
+57.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | +2.0% | -0.9% | +2.9% | +2.2% |
| 30D | +8.7% | -9.5% | +18.2% | +11.5% |
| 3M | +13.3% | -21.9% | +35.1% | +21.3% |
| 6M | +39.4% | -2.6% | +42.0% | +38.5% |
| YTD | +21.5% | -17.8% | +39.3% | +25.9% |
| 1Y | +21.9% | -21.2% | +43.1% | +27.9% |
| 3Y | +73.6% | +30.6% | +43.0% | +45.7% |
| 5Y | +116.2% | +81.3% | +34.9% | +48.8% |
| All | +815.5% | +758.1% | +57.4% | +253.8% |
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