+129.9%
CTSH vs LPLA
+1,060.6%
-930.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.9% | -2.3% |
| 7D | -0.6% | +4.1% | -4.7% | -1.7% |
| 30D | +13.4% | -9.0% | +22.4% | +15.7% |
| 3M | +14.4% | -17.6% | +32.1% | +19.6% |
| 6M | +27.7% | -8.8% | +36.5% | +29.5% |
| YTD | -20.6% | -17.0% | -3.6% | -17.9% |
| 1Y | -9.1% | -20.4% | +11.3% | -5.1% |
| 3Y | +3.1% | +35.4% | -32.3% | -9.8% |
| 5Y | -11.8% | +79.7% | -91.5% | -31.6% |
| 10Y | +42.7% | +915.0% | -872.2% | -35.8% |
| All | +129.9% | +1,060.6% | -930.7% | -15.0% |
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