+738.1%
LPLA vs CRL
+350.3%
+387.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +0.9% | +0.3% |
| 7D | -0.9% | +0.1% | -1.1% | -1.0% |
| 30D | -9.5% | +11.9% | -21.4% | -13.6% |
| 3M | -21.9% | +20.2% | -42.0% | -27.3% |
| 6M | -2.6% | +107.5% | -110.2% | -25.0% |
| YTD | -17.8% | +69.4% | -87.2% | -32.9% |
| 1Y | -21.2% | +99.7% | -120.9% | -39.1% |
| 3Y | +30.6% | +98.8% | -68.1% | -8.5% |
| 5Y | +81.3% | -12.4% | +93.8% | +77.2% |
| All | +738.1% | +350.3% | +387.9% | +288.6% |
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