+114.0%
CTAS vs LPLA
+89.2%
+24.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | -0.2% |
| 7D | -0.7% | +2.3% | -3.0% | -1.1% |
| 30D | +10.3% | -7.7% | +17.9% | +11.4% |
| 3M | +10.2% | -15.7% | +25.9% | +12.8% |
| 6M | +34.4% | +0.8% | +33.5% | +33.3% |
| YTD | +19.6% | -14.2% | +33.8% | +21.1% |
| 1Y | +21.8% | -17.9% | +39.7% | +24.2% |
| 3Y | +74.1% | +36.1% | +38.0% | +58.7% |
| 5Y | +114.0% | +90.3% | +23.7% | +70.7% |
| All | +114.0% | +89.2% | +24.8% | +70.7% |
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