+1,350.8%
LPLA vs COO
+466.8%
+884.0%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | -3.1% | -2.2% | -0.8% | -2.2% |
| 30D | -0.1% | -7.0% | +6.9% | +2.7% |
| 3M | +23.2% | +12.2% | +11.0% | +17.1% |
| 6M | +15.5% | -15.1% | +30.7% | +22.2% |
| YTD | +0.9% | -15.1% | +16.0% | +6.7% |
| 1Y | +0.2% | +2.3% | -2.2% | -2.0% |
| 3Y | +55.2% | -23.7% | +78.9% | +63.0% |
| 5Y | +145.4% | -38.9% | +184.4% | +178.9% |
| 10Y | +1,229.7% | +49.9% | +1,179.7% | +942.5% |
| All | +1,350.8% | +466.8% | +884.0% | +717.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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