+79.2%
LPLA vs CASY
+266.7%
-187.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | -0.9% | +3.6% | -4.5% | -1.7% |
| 30D | -9.5% | +9.1% | -18.5% | -11.1% |
| 3M | -21.9% | -16.5% | -5.3% | -18.9% |
| 6M | -2.6% | -19.7% | +17.1% | +1.5% |
| YTD | -17.8% | +29.3% | -47.1% | -25.1% |
| 1Y | -21.2% | +33.1% | -54.3% | -28.9% |
| 3Y | +30.6% | +158.5% | -127.9% | -7.2% |
| All | +79.2% | +266.7% | -187.5% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling