+45.9%
LPLA vs CNI
+18.7%
+27.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | -3.7% | -1.1% | -2.6% | -3.4% |
| 30D | -6.4% | -3.5% | -2.8% | -5.5% |
| 3M | +20.2% | +2.2% | +18.0% | +19.3% |
| 6M | +12.8% | +15.1% | -2.2% | +7.8% |
| YTD | -2.5% | +24.7% | -27.2% | -9.8% |
| 1Y | +1.9% | +33.4% | -31.4% | -8.0% |
| All | +45.9% | +18.7% | +27.3% | +32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling