-29.4%
CCL vs LPLA
+797.0%
-826.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +1.4% |
| 7D | -1.5% | -3.2% | +1.6% | +0.7% |
| 30D | +16.5% | -8.6% | +25.1% | +22.4% |
| 3M | +11.2% | -18.7% | +29.9% | +26.1% |
| 6M | +22.6% | +4.5% | +18.0% | +13.8% |
| YTD | +2.6% | -15.3% | +17.9% | +8.5% |
| 1Y | +17.0% | -19.9% | +36.8% | +28.7% |
| 3Y | +145.5% | +33.4% | +112.1% | +66.1% |
| 5Y | +36.1% | +87.4% | -51.3% | -35.5% |
| 10Y | -29.4% | +800.4% | -829.9% | -84.7% |
| All | -29.4% | +797.0% | -826.5% | -84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling