-35.5%
RBLX vs LPLA
+160.0%
-195.5%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.5% | +6.0% | +4.5% |
| 7D | +10.2% | -2.1% | +12.3% | +11.1% |
| 30D | +18.6% | -3.3% | +21.9% | +19.9% |
| 3M | +6.0% | +23.5% | -17.6% | -4.2% |
| 6M | -29.5% | +12.0% | -41.5% | -33.7% |
| YTD | -44.7% | -1.7% | -43.0% | -45.2% |
| 1Y | -65.1% | +3.2% | -68.3% | -66.4% |
| 3Y | +54.5% | +46.2% | +8.3% | +26.7% |
| 5Y | -46.3% | +144.9% | -191.2% | -62.2% |
| All | -35.5% | +160.0% | -195.5% | -56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 all: compounded portfolio wealth divided by compounded LPLA 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…
all analysis · Full analysis span regression · 6 months rolling