+177.0%
CLX vs LPLA
+1,111.7%
-934.6%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +1.0% |
| 7D | +13.6% | +3.6% | +10.0% | +13.5% |
| 30D | +29.1% | -6.8% | +35.8% | +29.2% |
| 3M | +1.6% | -17.0% | +18.6% | +1.9% |
| 6M | +18.7% | +1.8% | +16.9% | +18.6% |
| YTD | +11.1% | -13.4% | +24.5% | +11.3% |
| 1Y | +7.0% | -17.5% | +24.5% | +7.3% |
| 3Y | -10.0% | +36.5% | -46.5% | -10.9% |
| 5Y | -22.6% | +92.6% | -115.3% | -24.1% |
| 10Y | +29.3% | +809.2% | -779.9% | +15.1% |
| All | +177.0% | +1,111.7% | -934.6% | +135.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling