+144.7%
LPLA vs RNG
-70.2%
+214.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | -1.5% | -4.1% | +2.5% | -1.1% |
| 30D | -6.0% | +8.6% | -14.6% | -6.9% |
| 3M | +21.4% | +78.0% | -56.6% | +13.7% |
| 6M | +12.1% | +67.0% | -55.0% | +4.9% |
| YTD | -1.8% | +142.4% | -144.3% | -12.7% |
| 1Y | +3.2% | +120.4% | -117.2% | -7.4% |
| 3Y | +45.9% | +122.1% | -76.2% | +27.2% |
| 5Y | +144.7% | -69.8% | +214.5% | +177.2% |
| All | +144.7% | -70.2% | +214.9% | +177.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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