-78.1%
CLF vs LPLA
+1,311.2%
-1,389.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | -3.1% | +10.6% | +9.3% |
| 30D | -1.2% | -0.1% | -1.1% | -1.2% |
| 3M | -13.4% | +23.2% | -36.6% | -23.1% |
| 6M | +15.4% | +15.5% | -0.1% | +4.9% |
| YTD | -5.9% | +0.9% | -6.8% | -8.8% |
| 1Y | +18.8% | +0.2% | +18.7% | +14.4% |
| 3Y | -19.4% | +55.2% | -74.6% | -41.1% |
| 5Y | -47.7% | +145.4% | -193.2% | -71.8% |
| 10Y | +130.4% | +1,229.7% | -1,099.3% | -40.4% |
| All | -78.1% | +1,311.2% | -1,389.3% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling