+36.4%
CVE vs LPLA
+1,081.7%
-1,045.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -3.4% | +0.7% | -1.2% |
| 7D | -14.1% | +7.6% | -21.7% | -17.3% |
| 30D | -11.6% | -9.5% | -2.1% | -9.0% |
| 3M | 0.0% | -16.3% | +16.4% | +6.2% |
| 6M | -8.4% | -8.0% | -0.4% | -8.0% |
| YTD | +65.9% | -15.5% | +81.4% | +70.2% |
| 1Y | +69.4% | -19.4% | +88.8% | +77.4% |
| 3Y | +55.9% | +39.7% | +16.2% | +18.5% |
| 5Y | +146.2% | +83.0% | +63.1% | +54.4% |
| 10Y | +140.6% | +933.4% | -792.8% | -24.7% |
| All | +36.4% | +1,081.7% | -1,045.3% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling