-26.9%
CCL vs LPLA
+3.3%
-30.3%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.4% | -1.5% | -2.8% | -4.0% |
| 30D | -18.2% | -6.0% | -12.2% | -16.8% |
| 3M | -17.7% | +21.4% | -39.1% | -21.9% |
| 6M | -13.0% | +12.1% | -25.1% | -15.5% |
| YTD | -24.5% | -1.8% | -22.6% | -24.9% |
| 1Y | -26.9% | +3.2% | -30.1% | -28.5% |
| All | -26.9% | +3.3% | -30.3% | -28.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling