+366.0%
CVS vs LPLA
+1,311.2%
-945.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +4.0% | -3.1% | +7.0% | +4.5% |
| 30D | -2.4% | -0.1% | -2.3% | -2.4% |
| 3M | +2.7% | +23.2% | -20.6% | -1.4% |
| 6M | +21.9% | +15.5% | +6.3% | +17.9% |
| YTD | +24.7% | +0.9% | +23.9% | +23.2% |
| 1Y | +35.4% | +0.2% | +35.3% | +33.5% |
| 3Y | +65.2% | +55.2% | +10.0% | +46.5% |
| 5Y | +30.5% | +145.4% | -114.9% | +3.2% |
| 10Y | +40.4% | +1,229.7% | -1,189.3% | -20.0% |
| All | +366.0% | +1,311.2% | -945.3% | +141.8% |
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 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