+821.0%
LPLA vs CRL
+362.2%
+458.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.6% |
| 7D | +3.6% | -1.7% | +5.4% | +3.8% |
| 30D | -6.8% | +14.6% | -21.3% | -11.6% |
| 3M | -17.0% | +24.8% | -41.9% | -23.7% |
| 6M | +1.8% | +94.7% | -92.9% | -19.8% |
| YTD | -13.4% | +73.4% | -86.7% | -29.8% |
| 1Y | -17.5% | +104.7% | -122.2% | -36.8% |
| 3Y | +36.5% | +101.1% | -64.6% | -4.7% |
| 5Y | +92.6% | -10.8% | +103.4% | +87.4% |
| All | +821.0% | +362.2% | +458.8% | +323.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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