+800.3%
LPLA vs RRC
+60.0%
+740.3%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +2.3% | -10.3% | +12.6% | +4.5% |
| 30D | -7.7% | +19.5% | -27.1% | -11.3% |
| 3M | -15.7% | +27.9% | -43.6% | -20.3% |
| 6M | +0.8% | +21.2% | -20.3% | -3.8% |
| YTD | -14.2% | +39.6% | -53.8% | -21.0% |
| 1Y | -17.9% | +31.3% | -49.2% | -23.5% |
| 3Y | +36.1% | +51.9% | -15.9% | +21.5% |
| 5Y | +90.3% | +110.2% | -19.8% | +52.6% |
| All | +800.3% | +60.0% | +740.3% | +422.5% |
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