+127.6%
CLF vs LPLA
+1,198.0%
-1,070.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.5% | -1.5% |
| 7D | -2.7% | -1.5% | -1.1% | -1.7% |
| 30D | -3.2% | -6.0% | +2.8% | +0.5% |
| 3M | -5.0% | +21.4% | -26.3% | -16.8% |
| 6M | +26.6% | +12.1% | +14.5% | +15.1% |
| YTD | -9.0% | -1.8% | -7.1% | -11.0% |
| 1Y | +11.8% | +3.2% | +8.6% | +5.1% |
| 3Y | -15.1% | +45.9% | -61.0% | -40.5% |
| 5Y | -48.2% | +144.7% | -192.9% | -77.1% |
| 10Y | +127.6% | +1,222.4% | -1,094.9% | -66.8% |
| All | +127.6% | +1,198.0% | -1,070.4% | -66.8% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling