-47.8%
CLF vs LPLA
+145.4%
-193.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +1.9% |
| 7D | +7.6% | -3.1% | +10.6% | +9.0% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | -13.4% | +23.2% | -36.6% | -21.8% |
| 6M | +15.4% | +15.5% | -0.1% | +6.5% |
| YTD | -5.9% | +0.9% | -6.8% | -8.1% |
| 1Y | +18.8% | +0.2% | +18.7% | +15.4% |
| 3Y | -19.4% | +55.2% | -74.6% | -39.2% |
| All | -47.8% | +145.4% | -193.2% | -73.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling