+148.9%
LPLA vs CASY
+276.6%
-127.7%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -3.1% | +0.1% | -3.1% | -3.1% |
| 30D | -0.1% | -11.3% | +11.3% | +2.6% |
| 3M | +23.2% | -0.6% | +23.9% | +22.1% |
| 6M | +15.5% | +10.7% | +4.8% | +10.7% |
| YTD | +0.9% | +37.1% | -36.2% | -9.0% |
| 1Y | +0.2% | +52.3% | -52.1% | -12.7% |
| 3Y | +55.2% | +215.2% | -160.0% | +3.3% |
| All | +148.9% | +276.6% | -127.7% | +48.9% |
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 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