+841.0%
LPLA vs CASY
+551.3%
+289.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.7% | +2.7% | +3.2% |
| 7D | +2.3% | +3.6% | -1.3% | +1.1% |
| 30D | -7.7% | +7.2% | -14.9% | -9.7% |
| 3M | -15.7% | -16.9% | +1.2% | -10.8% |
| 6M | +0.8% | -19.3% | +20.2% | +6.4% |
| YTD | -14.2% | +25.6% | -39.9% | -23.8% |
| 1Y | -17.9% | +30.2% | -48.1% | -28.3% |
| 3Y | +36.1% | +154.9% | -118.8% | -12.9% |
| 5Y | +90.3% | +252.1% | -161.8% | +2.9% |
| 10Y | +841.0% | +535.8% | +305.1% | +305.0% |
| All | +841.0% | +551.3% | +289.7% | +305.0% |
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