+79.2%
LPLA vs CAPR
+172.3%
-93.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.9% | +7.0% | +0.1% |
| 7D | -0.9% | +5.9% | -6.8% | -1.0% |
| 30D | -9.5% | +44.6% | -54.1% | -9.9% |
| 3M | -21.9% | +126.4% | -148.2% | -22.9% |
| 6M | -2.6% | -68.6% | +66.0% | -2.1% |
| YTD | -17.8% | -67.0% | +49.2% | -17.5% |
| 1Y | -21.2% | +65.2% | -86.3% | -24.9% |
| 3Y | +30.6% | +235.6% | -204.9% | +9.7% |
| All | +79.2% | +172.3% | -93.1% | +41.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling