+1,227.9%
LPLA vs RY
+371.9%
+856.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.4% |
| 7D | -3.1% | +3.1% | -6.2% | -6.1% |
| 30D | -0.1% | -0.3% | +0.2% | +0.1% |
| 3M | +23.2% | +8.7% | +14.6% | +13.0% |
| 6M | +15.5% | +28.5% | -13.0% | -11.0% |
| YTD | +0.9% | +25.1% | -24.2% | -20.1% |
| 1Y | +0.2% | +46.3% | -46.1% | -32.5% |
| 3Y | +55.2% | +154.9% | -99.7% | -44.2% |
| 5Y | +145.4% | +140.3% | +5.1% | -6.4% |
| All | +1,227.9% | +371.9% | +856.0% | +159.0% |
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