+1,195.1%
LPLA vs CASY
+549.1%
+646.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.5% |
| 7D | -2.1% | -4.4% | +2.3% | -0.5% |
| 30D | -3.3% | -12.0% | +8.7% | +0.9% |
| 3M | +23.5% | -2.3% | +25.9% | +22.5% |
| 6M | +12.0% | +10.5% | +1.5% | +5.4% |
| YTD | -1.7% | +33.0% | -34.7% | -13.9% |
| 1Y | +3.2% | +41.1% | -37.9% | -12.2% |
| 3Y | +46.2% | +207.5% | -161.3% | -13.5% |
| 5Y | +144.9% | +290.7% | -145.8% | +27.2% |
| 10Y | +1,195.1% | +556.5% | +638.6% | +451.9% |
| All | +1,195.1% | +549.1% | +646.0% | +451.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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