+800.4%
LPLA vs RY
+355.6%
+444.8%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.6% | -2.8% | -2.8% |
| 7D | -3.2% | -3.0% | -0.2% | -0.2% |
| 30D | -8.6% | +6.3% | -14.9% | -14.2% |
| 3M | -18.7% | -2.6% | -16.1% | -16.7% |
| 6M | +4.5% | +13.9% | -9.4% | -8.9% |
| YTD | -15.3% | +21.7% | -37.0% | -31.1% |
| 1Y | -19.9% | +40.4% | -60.3% | -43.7% |
| 3Y | +33.4% | +161.3% | -127.9% | -53.3% |
| 5Y | +87.4% | +126.5% | -39.1% | -23.7% |
| 10Y | +800.4% | +354.3% | +446.1% | +114.8% |
| All | +800.4% | +355.6% | +444.8% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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