+892.1%
LPLA vs RY
+360.6%
+531.5%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -0.5% |
| 7D | +4.1% | -0.9% | +5.0% | +5.2% |
| 30D | -9.0% | +5.9% | -14.9% | -14.2% |
| 3M | -17.6% | -4.3% | -13.4% | -14.2% |
| 6M | -8.8% | +12.1% | -20.9% | -19.2% |
| YTD | -17.0% | +20.3% | -37.3% | -31.7% |
| 1Y | -20.4% | +41.0% | -61.4% | -44.4% |
| 3Y | +35.4% | +157.5% | -122.1% | -51.9% |
| 5Y | +79.7% | +123.2% | -43.4% | -25.9% |
| All | +892.1% | +360.6% | +531.5% | +131.1% |
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