+144.7%
LPLA vs RJF
+106.2%
+38.5%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | +0.4% |
| 7D | -1.5% | -0.3% | -1.3% | -1.3% |
| 30D | -6.0% | -2.0% | -4.0% | -4.3% |
| 3M | +21.4% | +16.3% | +5.0% | +5.6% |
| 6M | +12.1% | +16.9% | -4.8% | -2.8% |
| YTD | -1.8% | +10.4% | -12.3% | -10.1% |
| 1Y | +3.2% | +7.4% | -4.2% | -3.3% |
| 3Y | +45.9% | +72.2% | -26.3% | -12.3% |
| 5Y | +144.7% | +105.1% | +39.5% | +22.0% |
| All | +144.7% | +106.2% | +38.5% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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