+216.7%
CTVA vs LPLA
+339.4%
-122.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -1.3% |
| 7D | -4.5% | -1.5% | -3.0% | -4.0% |
| 30D | +11.3% | -6.0% | +17.3% | +13.5% |
| 3M | +12.3% | +24.0% | -11.7% | +3.6% |
| 6M | +7.2% | +17.0% | -9.8% | +0.1% |
| YTD | +26.0% | -0.7% | +26.7% | +23.7% |
| 1Y | +16.0% | +2.1% | +13.9% | +12.2% |
| 3Y | +73.9% | +48.7% | +25.2% | +39.6% |
| 5Y | +103.8% | +151.2% | -47.4% | +23.5% |
| All | +216.7% | +339.4% | -122.7% | +41.7% |
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 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