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  • LPLA vs CRL✓SelectedUSD · CRLLPLA vs CRL performance historyLatest closeAs of-2.54%09/08
Stock and ETF performance explorer

LPLA vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+144.9%
CRL return
-37.4%
Excess return
+182.3%
Maximum drawdown
-33.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-2.5%-2.7%+0.1%-2.1%
7D-2.1%-0.6%-1.5%-2.0%
30D-3.3%+5.0%-8.3%-4.2%
3M+23.5%+50.6%-27.1%+14.2%
6M+12.0%+60.9%-48.9%+1.8%
YTD-1.7%+40.7%-42.4%-8.6%
1Y+3.2%+73.3%-70.1%-7.8%
3Y+46.2%+40.6%+5.6%+29.6%
5Y+144.9%-37.0%+181.9%+140.3%
All+144.9%-37.4%+182.3%+140.3%

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 5y: 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…

5y analysis · Full analysis span regression · 6 months rolling