-35.3%
CLS vs LPLA
-18.3%
-17.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.4% | +4.5% | +7.4% |
| 7D | -10.6% | +2.3% | -12.9% | -10.7% |
| 30D | -38.4% | -7.7% | -30.8% | -37.3% |
| 3M | -29.9% | -15.7% | -14.2% | -26.4% |
| 6M | -40.6% | +0.8% | -41.5% | -41.9% |
| YTD | -24.6% | -14.2% | -10.4% | -24.9% |
| All | -35.3% | -18.3% | -17.0% | -28.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling