+146.9%
CVE vs LPLA
+756.7%
-609.7%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.8% | +3.3% |
| 7D | +4.6% | -2.9% | +7.5% | +6.0% |
| 30D | -12.0% | -10.2% | -1.8% | -8.7% |
| 3M | -3.8% | -22.3% | +18.6% | +6.9% |
| 6M | -2.7% | -0.6% | -2.2% | -6.6% |
| YTD | +73.6% | -17.9% | +91.5% | +80.8% |
| 1Y | +62.0% | -22.1% | +84.1% | +73.4% |
| 3Y | +72.7% | +29.3% | +43.4% | +28.0% |
| 5Y | +153.9% | +81.0% | +72.9% | +38.2% |
| All | +146.9% | +756.7% | -609.7% | -33.1% |
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