+1,328.3%
LPLA vs CGNX
+926.6%
+401.8%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +0.8% |
| 7D | -1.5% | +3.2% | -4.7% | -2.4% |
| 30D | -6.0% | +6.0% | -12.0% | -7.7% |
| 3M | +24.0% | +3.5% | +20.5% | +21.5% |
| 6M | +17.0% | +26.3% | -9.3% | +7.3% |
| YTD | -0.7% | +79.2% | -79.9% | -19.8% |
| 1Y | +2.1% | +43.8% | -41.7% | -12.7% |
| 3Y | +48.7% | +52.0% | -3.3% | +18.9% |
| 5Y | +151.2% | -24.0% | +175.3% | +141.5% |
| 10Y | +1,238.3% | +189.1% | +1,049.2% | +722.5% |
| All | +1,328.3% | +926.6% | +401.8% | +539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling