+1,133.4%
LPLA vs CRL
+970.7%
+162.7%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.7% | -1.3% | +1.9% |
| 7D | +2.3% | +4.4% | -2.1% | +0.5% |
| 30D | -7.7% | +17.1% | -24.8% | -13.3% |
| 3M | -15.7% | +32.1% | -47.8% | -24.2% |
| 6M | +0.8% | +98.9% | -98.1% | -22.1% |
| YTD | -14.2% | +77.1% | -91.4% | -31.7% |
| 1Y | -17.9% | +110.3% | -128.2% | -38.5% |
| 3Y | +36.1% | +108.5% | -72.4% | -7.2% |
| 5Y | +90.3% | -7.9% | +98.2% | +75.1% |
| 10Y | +841.0% | +368.9% | +472.0% | +293.6% |
| All | +1,133.4% | +970.7% | +162.7% | +283.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling