+18.5%
CLF vs LPLA
-23.1%
+41.6%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | +16.0% | -2.8% | +18.7% | +16.5% |
| 30D | +1.6% | -10.2% | +11.8% | +3.2% |
| 3M | +6.7% | -22.3% | +29.0% | +11.8% |
| 6M | +21.1% | -0.5% | +21.6% | +19.6% |
| YTD | -1.6% | -17.9% | +16.3% | +1.1% |
| 1Y | +18.5% | -22.0% | +40.5% | +25.7% |
| All | +18.5% | -23.1% | +41.6% | +25.7% |
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 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