+3,480.8%
CTAS vs LPLA
+1,311.2%
+2,169.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.8% | -3.1% | +1.2% | -1.0% |
| 30D | -0.2% | -0.1% | -0.1% | -0.3% |
| 3M | +11.7% | +23.2% | -11.5% | +4.9% |
| 6M | +0.7% | +15.5% | -14.8% | -4.1% |
| YTD | +7.4% | +0.9% | +6.5% | +5.5% |
| 1Y | -2.1% | +0.2% | -2.3% | -4.2% |
| 3Y | +62.9% | +55.2% | +7.7% | +35.4% |
| 5Y | +111.9% | +145.4% | -33.6% | +45.1% |
| 10Y | +652.2% | +1,229.7% | -577.5% | +211.8% |
| All | +3,480.8% | +1,311.2% | +2,169.5% | +1,194.0% |
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