+41.0%
CVS vs LPLA
+1,226.8%
-1,185.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -2.0% | -3.7% | +1.7% | -1.2% |
| 30D | +1.9% | -6.4% | +8.3% | +3.2% |
| 3M | -2.2% | +20.2% | -22.4% | -6.0% |
| 6M | +26.7% | +12.8% | +13.9% | +22.8% |
| YTD | +22.9% | -2.5% | +25.4% | +22.0% |
| 1Y | +32.9% | +1.9% | +31.0% | +30.4% |
| 3Y | +62.3% | +45.0% | +17.3% | +43.6% |
| 5Y | +34.2% | +146.6% | -112.4% | +1.4% |
| All | +41.0% | +1,226.8% | -1,185.8% | -25.6% |
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