+320.2%
CVE vs LPLA
+145.4%
+174.7%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +2.5% | -3.1% | +5.6% | +3.5% |
| 30D | +16.7% | -0.1% | +16.8% | +16.6% |
| 3M | +9.3% | +23.2% | -14.0% | +1.2% |
| 6M | +43.6% | +15.5% | +28.1% | +34.9% |
| YTD | +93.6% | +0.9% | +92.7% | +89.7% |
| 1Y | +98.8% | +0.2% | +98.6% | +94.1% |
| 3Y | +73.6% | +55.2% | +18.4% | +39.2% |
| All | +320.2% | +145.4% | +174.7% | +144.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling