+30.6%
LPLA vs CASY
+161.8%
-131.2%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | 0.0% |
| 7D | -0.9% | +3.6% | -4.5% | -1.4% |
| 30D | -9.5% | +9.1% | -18.5% | -10.4% |
| 3M | -21.9% | -16.5% | -5.3% | -20.1% |
| 6M | -2.6% | -19.7% | +17.1% | 0.0% |
| YTD | -17.8% | +29.3% | -47.1% | -22.4% |
| 1Y | -21.2% | +33.1% | -54.3% | -26.1% |
| 3Y | +30.6% | +158.5% | -127.9% | +12.2% |
| All | +30.6% | +161.8% | -131.2% | +12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling