+335.6%
CVS vs LPLA
+1,047.9%
-712.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.8% |
| 7D | +10.4% | -2.9% | +13.3% | +10.9% |
| 30D | +3.3% | -10.2% | +13.5% | +4.8% |
| 3M | -4.5% | -22.3% | +17.8% | -0.7% |
| 6M | -4.4% | -0.6% | -3.8% | -5.2% |
| YTD | +16.6% | -17.9% | +34.6% | +18.8% |
| 1Y | +15.3% | -22.1% | +37.4% | +18.6% |
| 3Y | +48.6% | +29.3% | +19.3% | +35.4% |
| 5Y | +12.9% | +81.0% | -68.2% | -6.0% |
| 10Y | +63.2% | +772.5% | -709.3% | -0.8% |
| All | +335.6% | +1,047.9% | -712.3% | +133.2% |
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