+20.2%
CLF vs LPLA
-16.5%
+36.7%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.6% | -13.8% | -9.8% |
| 7D | -7.9% | +15.7% | -23.6% | -9.9% |
| 30D | +5.2% | -6.2% | +11.4% | +6.3% |
| 3M | +4.3% | -12.0% | +16.3% | +6.7% |
| 6M | +25.3% | -2.7% | +28.0% | +26.1% |
| YTD | -3.3% | -12.5% | +9.2% | -1.6% |
| 1Y | +20.2% | -16.5% | +36.7% | +27.3% |
| All | +20.2% | -16.5% | +36.7% | +27.3% |
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