+332.3%
CRS vs LPLA
+29.4%
+302.9%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.7% | -2.7% |
| 7D | +4.8% | -0.9% | +5.7% | +5.1% |
| 30D | -23.2% | -9.5% | -13.7% | -20.8% |
| 3M | -45.5% | -21.9% | -23.6% | -41.0% |
| 6M | -33.1% | -2.6% | -30.5% | -33.5% |
| YTD | -7.2% | -17.8% | +10.6% | -2.7% |
| 1Y | -10.0% | -21.2% | +11.1% | -4.0% |
| 3Y | +332.3% | +30.6% | +301.7% | +265.6% |
| All | +332.3% | +29.4% | +302.9% | +265.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling