+37.5%
CL vs LPLA
+33.3%
+4.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | -0.8% | -3.2% | +2.4% | -0.9% |
| 30D | +9.5% | -8.6% | +18.2% | +9.1% |
| 3M | +6.8% | -18.7% | +25.4% | +5.8% |
| 6M | +14.3% | +4.5% | +9.7% | +14.8% |
| YTD | +26.3% | -15.3% | +41.6% | +25.7% |
| 1Y | +25.6% | -19.9% | +45.4% | +24.6% |
| All | +37.5% | +33.3% | +4.2% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling