+738.1%
LPLA vs RRC
+73.1%
+665.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.7% | -0.1% |
| 7D | -0.9% | +6.4% | -7.3% | -2.2% |
| 30D | -9.5% | +23.9% | -33.4% | -13.7% |
| 3M | -21.9% | +30.2% | -52.0% | -26.3% |
| 6M | -2.6% | +26.3% | -28.9% | -7.8% |
| YTD | -17.8% | +48.1% | -65.9% | -25.1% |
| 1Y | -21.2% | +37.7% | -58.8% | -27.2% |
| 3Y | +30.6% | +60.3% | -29.7% | +15.5% |
| 5Y | +81.3% | +135.3% | -53.9% | +42.4% |
| All | +738.1% | +73.1% | +665.1% | +367.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling