+754.1%
CRM vs LPLA
+1,263.8%
-509.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -8.1% | -3.7% | -4.4% | -7.0% |
| 30D | +23.1% | -6.4% | +29.4% | +25.5% |
| 3M | +42.5% | +20.2% | +22.4% | +34.3% |
| 6M | +25.3% | +12.8% | +12.5% | +19.6% |
| YTD | -7.8% | -2.5% | -5.3% | -8.3% |
| 1Y | +1.0% | +1.9% | -0.9% | -1.3% |
| 3Y | +10.0% | +45.0% | -35.0% | -6.1% |
| 5Y | -3.9% | +146.6% | -150.5% | -32.8% |
| 10Y | +233.2% | +1,213.6% | -980.4% | +29.3% |
| All | +754.1% | +1,263.8% | -509.7% | +173.4% |
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