+87.5%
CLF vs LPLA
+797.0%
-709.5%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +3.5% |
| 7D | +2.3% | -3.2% | +5.5% | +4.6% |
| 30D | +1.9% | -8.6% | +10.6% | +5.9% |
| 3M | +5.9% | -18.7% | +24.6% | +17.5% |
| 6M | +16.9% | +4.5% | +12.4% | +9.0% |
| YTD | -1.1% | -15.3% | +14.3% | +3.5% |
| 1Y | +28.8% | -19.9% | +48.7% | +39.6% |
| 3Y | -20.6% | +33.4% | -54.0% | -42.9% |
| 5Y | -41.5% | +87.4% | -128.9% | -69.7% |
| 10Y | +87.5% | +800.4% | -712.9% | -66.7% |
| All | +87.5% | +797.0% | -709.5% | -66.7% |
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 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