+1,264.7%
LPLA vs CPAY
+1,528.2%
-263.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.3% | -1.5% |
| 7D | -2.1% | +0.6% | -2.6% | -2.4% |
| 30D | -3.3% | +3.6% | -6.9% | -5.1% |
| 3M | +23.5% | +16.6% | +6.9% | +14.2% |
| 6M | +12.0% | +29.5% | -17.5% | -2.8% |
| YTD | -1.7% | +35.3% | -36.9% | -17.7% |
| 1Y | +3.2% | +30.6% | -27.4% | -12.6% |
| 3Y | +46.2% | +49.7% | -3.5% | +12.5% |
| 5Y | +144.9% | +54.4% | +90.5% | +81.6% |
| 10Y | +1,195.1% | +142.8% | +1,052.3% | +687.5% |
| All | +1,264.7% | +1,528.2% | -263.5% | +361.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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