+137.3%
CTVA vs LPLA
+263.6%
-126.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -20.8% | -0.9% | -19.8% | -20.3% |
| 30D | -29.6% | -9.5% | -20.1% | -27.5% |
| 3M | -16.9% | -21.9% | +5.0% | -10.5% |
| 6M | -24.3% | -2.6% | -21.6% | -24.8% |
| YTD | -5.6% | -17.8% | +12.2% | -1.9% |
| 1Y | -4.2% | -21.2% | +17.0% | +0.9% |
| 3Y | +43.3% | +30.6% | +12.6% | +19.0% |
| 5Y | +35.7% | +81.3% | -45.6% | -7.1% |
| All | +137.3% | +263.6% | -126.3% | +12.3% |
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