+1,093.1%
LPLA vs CASY
+1,867.6%
-774.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.7% |
| 7D | +4.1% | +1.1% | +3.1% | +3.7% |
| 30D | -9.0% | +8.7% | -17.7% | -11.3% |
| 3M | -17.6% | -17.3% | -0.3% | -13.1% |
| 6M | -8.8% | -19.7% | +10.9% | -4.1% |
| YTD | -17.0% | +24.8% | -41.9% | -25.0% |
| 1Y | -20.4% | +31.9% | -52.3% | -29.6% |
| 3Y | +35.4% | +155.4% | -120.0% | -7.6% |
| 5Y | +79.7% | +250.6% | -170.8% | +7.5% |
| 10Y | +915.0% | +556.8% | +358.1% | +390.2% |
| All | +1,093.1% | +1,867.6% | -774.5% | +266.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling