+1,753.0%
CLS vs LPLA
+815.7%
+937.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.4% | +4.5% | +6.3% |
| 7D | -10.6% | +2.3% | -12.9% | -11.5% |
| 30D | -38.4% | -7.7% | -30.8% | -37.2% |
| 3M | -29.9% | -15.7% | -14.2% | -25.7% |
| 6M | -40.6% | +0.8% | -41.5% | -42.9% |
| YTD | -24.6% | -14.2% | -10.4% | -22.6% |
| 1Y | -30.8% | -17.9% | -12.9% | -27.0% |
| 3Y | +811.7% | +36.1% | +775.7% | +651.7% |
| 5Y | +1,838.4% | +90.3% | +1,748.1% | +1,171.9% |
| All | +1,753.0% | +815.7% | +937.3% | +602.5% |
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