+135.8%
CVE vs LPLA
+921.0%
-785.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.0% |
| 7D | -14.1% | +7.6% | -21.7% | -17.7% |
| 30D | -11.6% | -9.5% | -2.1% | -8.6% |
| 3M | 0.0% | -16.3% | +16.4% | +7.1% |
| 6M | -8.4% | -8.0% | -0.4% | -8.1% |
| YTD | +65.9% | -15.5% | +81.4% | +70.5% |
| 1Y | +69.4% | -19.4% | +88.8% | +78.3% |
| 3Y | +55.9% | +39.7% | +16.2% | +10.9% |
| 5Y | +146.2% | +83.0% | +63.1% | +34.8% |
| All | +135.8% | +921.0% | -785.2% | -37.5% |
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