+1,340.4%
CRWD vs LPLA
+331.6%
+1,008.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.7% |
| 7D | -2.8% | -3.7% | +0.8% | -1.6% |
| 30D | -5.9% | -6.4% | +0.5% | -3.7% |
| 3M | +29.0% | +20.2% | +8.8% | +21.1% |
| 6M | +91.5% | +12.8% | +78.6% | +82.2% |
| YTD | +78.2% | -2.5% | +80.7% | +77.8% |
| 1Y | +96.6% | +1.9% | +94.7% | +92.3% |
| 3Y | +397.0% | +45.0% | +352.1% | +329.1% |
| 5Y | +218.9% | +146.6% | +72.3% | +129.2% |
| All | +1,340.4% | +331.6% | +1,008.8% | +856.9% |
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 1990-01-01 to 2026-09-10: 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling