+48.3%
CVS vs LPLA
+29.3%
+19.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.0% | +3.3% | +0.5% |
| 7D | +10.4% | -2.8% | +13.2% | +10.6% |
| 30D | +3.3% | -10.2% | +13.4% | +4.0% |
| 3M | -4.5% | -22.3% | +17.7% | -2.8% |
| 6M | -4.4% | -0.5% | -3.9% | -4.8% |
| YTD | +16.6% | -17.9% | +34.5% | +17.8% |
| 1Y | +15.3% | -22.0% | +37.3% | +17.2% |
| All | +48.3% | +29.3% | +19.0% | +42.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling