+1,323.2%
CRS vs LPLA
+1,251.7%
+71.5%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -2.3% |
| 7D | -6.8% | -1.5% | -5.2% | -5.9% |
| 30D | -16.1% | -6.0% | -10.1% | -13.0% |
| 3M | -21.2% | +24.0% | -45.2% | -31.8% |
| 6M | +8.7% | +17.0% | -8.3% | -3.5% |
| YTD | +41.0% | -0.7% | +41.6% | +36.3% |
| 1Y | +82.7% | +2.1% | +80.6% | +71.2% |
| 3Y | +604.8% | +48.7% | +556.1% | +387.9% |
| 5Y | +1,384.7% | +151.2% | +1,233.5% | +542.8% |
| All | +1,323.2% | +1,251.7% | +71.5% | +151.3% |
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