+131.4%
CLF vs LPLA
+1,200.3%
-1,068.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.5% | +0.9% | -0.1% |
| 7D | +6.5% | -2.1% | +8.6% | +7.8% |
| 30D | +0.2% | -3.3% | +3.6% | +2.3% |
| 3M | -3.1% | +23.5% | -26.6% | -16.1% |
| 6M | +25.0% | +12.0% | +13.0% | +13.7% |
| YTD | -7.5% | -1.7% | -5.8% | -9.6% |
| 1Y | +11.5% | +3.2% | +8.3% | +4.8% |
| 3Y | -13.7% | +46.2% | -59.9% | -39.6% |
| 5Y | -47.0% | +144.9% | -191.9% | -76.6% |
| All | +131.4% | +1,200.3% | -1,068.9% | -66.3% |
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 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