+81.0%
LPLA vs CAPR
+142.6%
-61.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.8% |
| 7D | +4.1% | +41.1% | -36.9% | +3.7% |
| 30D | -9.0% | +11.1% | -20.1% | -9.2% |
| 3M | -17.6% | +115.3% | -132.9% | -18.6% |
| 6M | -8.8% | -73.8% | +65.0% | -8.1% |
| YTD | -17.0% | -68.8% | +51.8% | -16.7% |
| 1Y | -20.4% | +43.3% | -63.7% | -23.9% |
| 3Y | +35.4% | +214.7% | -179.3% | +13.9% |
| All | +81.0% | +142.6% | -61.6% | +42.1% |
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 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