+62.0%
CVE vs LPLA
-23.1%
+85.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.5% |
| 7D | +4.6% | -2.8% | +7.4% | +4.5% |
| 30D | -12.0% | -10.2% | -1.8% | -12.0% |
| 3M | -3.8% | -22.3% | +18.5% | -3.5% |
| 6M | -2.7% | -0.5% | -2.3% | -3.3% |
| YTD | +73.6% | -17.9% | +91.5% | +75.9% |
| 1Y | +62.0% | -22.0% | +84.1% | +65.8% |
| All | +62.0% | -23.1% | +85.1% | +65.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling