+1,222.4%
LPLA vs CRL
+244.4%
+978.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.9% | +0.7% | +0.1% |
| 7D | -1.5% | -4.6% | +3.0% | -0.1% |
| 30D | -6.0% | +0.5% | -6.5% | -6.2% |
| 3M | +21.4% | +46.6% | -25.2% | +6.4% |
| 6M | +12.1% | +57.3% | -45.2% | -5.0% |
| YTD | -1.8% | +39.5% | -41.4% | -13.8% |
| 1Y | +3.2% | +76.9% | -73.7% | -17.0% |
| 3Y | +45.9% | +39.4% | +6.6% | +17.4% |
| 5Y | +144.7% | -37.2% | +181.8% | +173.9% |
| 10Y | +1,222.4% | +253.4% | +969.0% | +467.4% |
| All | +1,222.4% | +244.4% | +978.0% | +467.4% |
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