+1,350.8%
LPLA vs RGEN
+4,442.0%
-3,091.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RGEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.2% |
| 7D | -3.1% | -4.9% | +1.9% | -2.5% |
| 30D | -0.1% | +5.7% | -5.8% | -0.9% |
| 3M | +23.2% | +32.4% | -9.2% | +18.4% |
| 6M | +15.5% | +33.2% | -17.6% | +10.7% |
| YTD | +0.9% | +2.3% | -1.4% | -0.2% |
| 1Y | +0.2% | +39.0% | -38.8% | -4.9% |
| 3Y | +55.2% | -4.6% | +59.9% | +50.1% |
| 5Y | +145.4% | -42.7% | +188.1% | +144.4% |
| 10Y | +1,229.7% | +433.6% | +796.1% | +906.1% |
| All | +1,350.8% | +4,442.0% | -3,091.2% | +828.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGEN.
Daily Out/Under-Performance
Portfolio return minus RGEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGEN 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 RGEN 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