+28.7%
CLX vs LPLA
+797.0%
-768.3%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.5% | +0.3% |
| 7D | +7.8% | -3.2% | +10.9% | +7.8% |
| 30D | +28.5% | -8.6% | +37.2% | +28.5% |
| 3M | +1.3% | -18.7% | +20.0% | +1.3% |
| 6M | +23.4% | +4.5% | +18.8% | +23.4% |
| YTD | +11.4% | -15.3% | +26.7% | +11.4% |
| 1Y | +6.9% | -19.9% | +26.8% | +7.0% |
| 3Y | -9.8% | +33.4% | -43.2% | -9.5% |
| 5Y | -22.7% | +87.4% | -110.1% | -21.8% |
| 10Y | +28.7% | +800.4% | -771.7% | +27.2% |
| All | +28.7% | +797.0% | -768.3% | +27.2% |
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