+238.9%
CRM vs LPLA
+1,251.7%
-1,012.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.9% | +0.1% | +1.4% |
| 7D | -4.4% | -1.5% | -2.9% | -4.0% |
| 30D | +28.1% | -6.0% | +34.1% | +30.6% |
| 3M | +48.8% | +24.0% | +24.8% | +39.0% |
| 6M | +28.3% | +17.0% | +11.3% | +21.1% |
| YTD | -6.0% | -0.7% | -5.3% | -7.0% |
| 1Y | +1.4% | +2.1% | -0.7% | -0.9% |
| 3Y | +11.8% | +48.7% | -36.8% | -5.2% |
| 5Y | -2.0% | +151.2% | -153.3% | -32.0% |
| All | +238.9% | +1,251.7% | -1,012.8% | +68.6% |
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 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