+1,027.0%
LPLA vs RNG
+327.7%
+699.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | +0.2% |
| 7D | -3.1% | +5.8% | -8.8% | -3.8% |
| 30D | -0.1% | +19.6% | -19.7% | -2.6% |
| 3M | +23.2% | +67.0% | -43.8% | +13.9% |
| 6M | +15.5% | +88.4% | -72.8% | +4.0% |
| YTD | +0.9% | +155.5% | -154.6% | -14.2% |
| 1Y | +0.2% | +141.7% | -141.5% | -14.4% |
| 3Y | +55.2% | +131.1% | -75.9% | +29.1% |
| 5Y | +145.4% | -70.6% | +216.0% | +169.7% |
| 10Y | +1,229.7% | +228.2% | +1,001.4% | +681.5% |
| All | +1,027.0% | +327.7% | +699.2% | +518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling