+134.5%
CVE vs LPLA
+902.8%
-768.3%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.8% | +1.2% | +0.3% |
| 7D | -16.1% | +4.1% | -20.3% | -18.3% |
| 30D | -10.4% | -9.0% | -1.4% | -7.6% |
| 3M | -2.4% | -17.6% | +15.3% | +5.3% |
| 6M | -4.4% | -8.8% | +4.4% | -3.8% |
| YTD | +64.9% | -17.0% | +82.0% | +71.0% |
| 1Y | +66.0% | -20.4% | +86.4% | +75.9% |
| 3Y | +57.7% | +35.4% | +22.2% | +14.1% |
| 5Y | +144.7% | +79.7% | +65.0% | +35.2% |
| All | +134.5% | +902.8% | -768.3% | -37.3% |
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 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