+1,350.8%
LPLA vs CRL
+774.2%
+576.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.2% |
| 7D | -3.1% | -1.0% | -2.0% | -2.8% |
| 30D | -0.1% | +10.7% | -10.7% | -3.5% |
| 3M | +23.2% | +55.3% | -32.1% | +5.3% |
| 6M | +15.5% | +60.7% | -45.1% | -3.5% |
| YTD | +0.9% | +44.6% | -43.7% | -13.0% |
| 1Y | +0.2% | +77.7% | -77.6% | -20.4% |
| 3Y | +55.2% | +37.6% | +17.6% | +24.7% |
| 5Y | +145.4% | -35.8% | +181.3% | +161.3% |
| 10Y | +1,229.7% | +241.7% | +987.9% | +527.9% |
| All | +1,350.8% | +774.2% | +576.5% | +388.7% |
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