+1,093.1%
LPLA vs CAPR
-97.0%
+1,190.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +4.7% | -6.4% | -1.9% |
| 7D | +4.1% | +41.1% | -36.9% | +3.5% |
| 30D | -9.0% | +11.1% | -20.1% | -9.3% |
| 3M | -17.6% | +115.3% | -132.9% | -19.2% |
| 6M | -8.8% | -73.8% | +65.0% | -7.9% |
| YTD | -17.0% | -68.8% | +51.8% | -16.6% |
| 1Y | -20.4% | +43.3% | -63.7% | -25.7% |
| 3Y | +35.4% | +214.7% | -179.3% | +20.3% |
| 5Y | +79.7% | +141.3% | -61.5% | +58.6% |
| 10Y | +915.0% | -67.0% | +982.0% | +739.8% |
| All | +1,093.1% | -97.0% | +1,190.1% | +863.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling