-16.5%
LPLA vs CGNX
+31.4%
-48.0%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -8.7% | +13.3% | +5.0% |
| 7D | +15.7% | -9.2% | +24.9% | +16.2% |
| 30D | -6.2% | -17.6% | +11.4% | -5.3% |
| 3M | -12.0% | -25.7% | +13.7% | -10.9% |
| 6M | -2.7% | -5.5% | +2.8% | -3.1% |
| YTD | -12.5% | +48.1% | -60.6% | -19.8% |
| 1Y | -16.5% | +33.5% | -50.0% | -20.7% |
| All | -16.5% | +31.4% | -48.0% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling