+1,117.8%
LPLA vs CASY
+1,943.4%
-825.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.5% | -2.9% |
| 7D | -3.2% | +5.8% | -9.0% | -4.9% |
| 30D | -8.6% | +10.7% | -19.3% | -11.4% |
| 3M | -18.7% | -13.9% | -4.8% | -15.3% |
| 6M | +4.5% | -18.4% | +23.0% | +9.5% |
| YTD | -15.3% | +29.6% | -44.9% | -24.4% |
| 1Y | -19.9% | +32.8% | -52.7% | -29.3% |
| 3Y | +33.4% | +162.3% | -128.8% | -9.7% |
| 5Y | +87.4% | +265.0% | -177.6% | +10.6% |
| 10Y | +800.4% | +555.4% | +245.1% | +334.3% |
| All | +1,117.8% | +1,943.4% | -825.6% | +269.9% |
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 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