+1,195.1%
LPLA vs CAPR
-77.1%
+1,272.2%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.6% | +1.1% | -2.5% |
| 7D | -2.1% | -9.5% | +7.4% | -1.9% |
| 30D | -3.3% | +121.5% | -124.9% | -5.4% |
| 3M | +23.5% | -65.4% | +88.9% | +24.5% |
| 6M | +12.0% | -67.5% | +79.5% | +12.9% |
| YTD | -1.7% | -68.6% | +66.9% | -0.9% |
| 1Y | +3.2% | +42.7% | -39.5% | -4.8% |
| 3Y | +46.2% | +43.4% | +2.9% | +28.8% |
| 5Y | +144.9% | +86.0% | +58.9% | +109.9% |
| 10Y | +1,195.1% | -77.4% | +1,272.5% | +962.1% |
| All | +1,195.1% | -77.1% | +1,272.2% | +962.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling