+231.7%
CTVA vs LPLA
+346.3%
-114.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.8% |
| 7D | +4.9% | -3.1% | +8.0% | +5.9% |
| 30D | +11.9% | -0.1% | +12.0% | +11.8% |
| 3M | +13.7% | +23.2% | -9.6% | +5.1% |
| 6M | +13.1% | +15.5% | -2.4% | +6.2% |
| YTD | +32.0% | +0.9% | +31.1% | +28.9% |
| 1Y | +22.1% | +0.2% | +21.9% | +18.8% |
| 3Y | +77.5% | +55.2% | +22.3% | +40.1% |
| 5Y | +106.3% | +145.4% | -39.2% | +26.6% |
| All | +231.7% | +346.3% | -114.6% | +47.6% |
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