+738.1%
LPLA vs CHD
+196.1%
+542.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.4% | -0.1% |
| 7D | -0.9% | +3.6% | -4.6% | -1.3% |
| 30D | -9.5% | +10.4% | -19.9% | -10.2% |
| 3M | -21.9% | +12.2% | -34.0% | -22.6% |
| 6M | -2.6% | +19.9% | -22.5% | -4.2% |
| YTD | -17.8% | +36.4% | -54.2% | -20.0% |
| 1Y | -21.2% | +35.1% | -56.3% | -23.3% |
| 3Y | +30.6% | +29.2% | +1.4% | +26.8% |
| 5Y | +81.3% | +33.4% | +47.9% | +73.8% |
| All | +738.1% | +196.1% | +542.1% | +700.7% |
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