-23.4%
CLF vs LPLA
+29.4%
-52.7%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | +10.4% | -0.9% | +11.3% | +10.8% |
| 30D | +0.6% | -9.5% | +10.1% | +3.3% |
| 3M | +4.1% | -21.9% | +26.0% | +12.9% |
| 6M | +15.1% | -2.6% | +17.7% | +13.6% |
| YTD | -4.7% | -17.8% | +13.1% | -0.1% |
| 1Y | +20.4% | -21.2% | +41.5% | +28.6% |
| 3Y | -23.4% | +30.6% | -54.0% | -35.3% |
| All | -23.4% | +29.4% | -52.7% | -35.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling