+134.6%
CLX vs LPLA
+1,275.5%
-1,140.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.5% | +1.0% | -1.5% |
| 7D | -3.5% | -2.1% | -1.5% | -3.5% |
| 30D | -11.9% | -3.3% | -8.5% | -11.8% |
| 3M | -2.6% | +23.5% | -26.2% | -3.1% |
| 6M | -18.2% | +12.0% | -30.2% | -18.4% |
| YTD | -5.9% | -1.7% | -4.2% | -5.9% |
| 1Y | -23.8% | +3.2% | -27.1% | -24.0% |
| 3Y | -33.6% | +46.2% | -79.8% | -34.3% |
| 5Y | -35.7% | +144.9% | -180.6% | -37.3% |
| 10Y | -2.5% | +1,195.1% | -1,197.6% | -14.9% |
| All | +134.6% | +1,275.5% | -1,140.8% | +99.2% |
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 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