+55.9%
LPLA vs RY
+154.9%
-99.0%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.1% |
| 7D | -3.1% | +3.1% | -6.2% | -4.7% |
| 30D | -0.1% | -0.3% | +0.2% | +0.1% |
| 3M | +23.2% | +8.7% | +14.6% | +17.6% |
| 6M | +15.5% | +28.5% | -13.0% | +0.4% |
| YTD | +0.9% | +25.1% | -24.2% | -10.9% |
| 1Y | +0.2% | +46.3% | -46.1% | -18.2% |
| All | +55.9% | +154.9% | -99.0% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling