+1,914.6%
CLS vs LPLA
+758.1%
+1,156.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.5% | -5.4% |
| 7D | +16.3% | -0.9% | +17.2% | +16.6% |
| 30D | -25.7% | -9.5% | -16.2% | -23.7% |
| 3M | -30.9% | -21.9% | -9.0% | -24.3% |
| 6M | -35.5% | -2.6% | -32.9% | -37.0% |
| YTD | -18.7% | -17.8% | -0.9% | -15.1% |
| 1Y | -17.9% | -21.2% | +3.3% | -12.1% |
| 3Y | +838.1% | +30.6% | +807.5% | +685.9% |
| 5Y | +1,971.9% | +81.3% | +1,890.6% | +1,285.6% |
| All | +1,914.6% | +758.1% | +1,156.5% | +669.2% |
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 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