+68.3%
CLF vs LPLA
+860.0%
-791.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.8% | +3.5% | +2.8% |
| 7D | -19.6% | +4.1% | -23.7% | -21.8% |
| 30D | -5.0% | -9.0% | +4.0% | -1.1% |
| 3M | -6.3% | -17.6% | +11.3% | +3.1% |
| 6M | +2.8% | -8.8% | +11.6% | +4.4% |
| YTD | -13.7% | -17.0% | +3.3% | -8.6% |
| 1Y | +13.6% | -20.4% | +34.0% | +23.4% |
| 3Y | -34.0% | +35.4% | -69.4% | -53.1% |
| 5Y | -48.7% | +79.7% | -128.5% | -72.7% |
| All | +68.3% | +860.0% | -791.7% | -70.1% |
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