-16.5%
LPLA vs CAPR
+47.4%
-64.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.3% | -3.6% | +4.6% |
| 7D | +15.7% | +43.2% | -27.5% | +15.5% |
| 30D | -6.2% | +14.7% | -20.8% | -6.2% |
| 3M | -12.0% | +113.9% | -125.9% | -12.4% |
| 6M | -2.7% | -73.4% | +70.6% | -2.3% |
| YTD | -12.5% | -69.1% | +56.5% | -12.3% |
| 1Y | -16.5% | +47.2% | -63.7% | -18.0% |
| All | -16.5% | +47.4% | -64.0% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling