+1,350.8%
LPLA vs CAPR
-96.9%
+1,447.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -3.1% | -2.0% | -1.1% | -3.0% |
| 30D | -0.1% | +139.2% | -139.3% | -2.1% |
| 3M | +23.2% | -66.4% | +89.6% | +24.1% |
| 6M | +15.5% | -63.1% | +78.7% | +16.0% |
| YTD | +0.9% | -67.4% | +68.3% | +1.5% |
| 1Y | +0.2% | +58.2% | -58.1% | -6.7% |
| 3Y | +55.2% | +42.2% | +13.0% | +40.5% |
| 5Y | +145.4% | +87.3% | +58.2% | +118.0% |
| 10Y | +1,229.7% | -75.3% | +1,304.9% | +1,004.6% |
| All | +1,350.8% | -96.9% | +1,447.6% | +1,073.0% |
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 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