+732.7%
CLS vs LPLA
+36.1%
+696.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.3% |
| 7D | -22.2% | +4.1% | -26.3% | -23.7% |
| 30D | -44.4% | -9.0% | -35.4% | -42.8% |
| 3M | -34.3% | -17.6% | -16.7% | -29.2% |
| 6M | -50.1% | -8.8% | -41.2% | -49.5% |
| YTD | -30.1% | -17.0% | -13.1% | -26.7% |
| 1Y | -39.3% | -20.4% | -18.9% | -34.3% |
| 3Y | +732.7% | +35.4% | +697.3% | +654.2% |
| All | +732.7% | +36.1% | +696.6% | +654.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling