+60.4%
CVS vs LPLA
+758.1%
-697.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +6.6% | -0.9% | +7.5% | +6.7% |
| 30D | -0.4% | -9.5% | +9.1% | +1.0% |
| 3M | -5.3% | -21.9% | +16.6% | -1.3% |
| 6M | -7.7% | -2.6% | -5.1% | -8.2% |
| YTD | +16.0% | -17.8% | +33.9% | +18.4% |
| 1Y | +16.2% | -21.2% | +37.4% | +19.6% |
| 3Y | +47.6% | +30.6% | +16.9% | +32.1% |
| 5Y | +12.3% | +81.3% | -69.0% | -9.8% |
| All | +60.4% | +758.1% | -697.6% | -5.5% |
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 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