+1,311.5%
LPLA vs CNI
+408.6%
+902.9%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.6% | +0.3% |
| 7D | -1.5% | +0.9% | -2.4% | -2.1% |
| 30D | -6.0% | -2.1% | -3.9% | -4.7% |
| 3M | +21.4% | +1.8% | +19.5% | +19.3% |
| 6M | +12.1% | +14.8% | -2.7% | +0.9% |
| YTD | -1.8% | +25.4% | -27.2% | -17.4% |
| 1Y | +3.2% | +32.9% | -29.7% | -16.8% |
| 3Y | +45.9% | +20.2% | +25.8% | +21.7% |
| 5Y | +144.7% | +12.2% | +132.5% | +109.5% |
| 10Y | +1,222.4% | +136.0% | +1,086.4% | +584.8% |
| All | +1,311.5% | +408.6% | +902.9% | +379.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling