+1,186.7%
LPLA vs CHD
+125.6%
+1,061.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -3.7% | -4.7% | +1.1% | -3.3% |
| 30D | -6.4% | -8.3% | +2.0% | -5.8% |
| 3M | +20.2% | -4.0% | +24.2% | +20.5% |
| 6M | +12.8% | -6.5% | +19.4% | +13.3% |
| YTD | -2.5% | +13.1% | -15.6% | -3.5% |
| 1Y | +1.9% | +2.3% | -0.4% | +1.4% |
| 3Y | +45.0% | +1.8% | +43.2% | +43.6% |
| 5Y | +146.6% | +20.6% | +126.0% | +138.8% |
| All | +1,186.7% | +125.6% | +1,061.1% | +1,159.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling