-16.5%
LPLA vs CNI
+37.5%
-54.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.1% | +2.5% | +4.4% |
| 7D | +15.7% | +3.7% | +12.0% | +15.3% |
| 30D | -6.2% | +8.1% | -14.3% | -6.6% |
| 3M | -12.0% | +1.9% | -13.9% | -12.3% |
| 6M | -2.7% | +19.2% | -21.9% | -4.1% |
| YTD | -12.5% | +32.7% | -45.3% | -16.6% |
| 1Y | -16.5% | +37.0% | -53.5% | -21.5% |
| All | -16.5% | +37.5% | -54.1% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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