+342.5%
RCL vs LPLA
+1,198.0%
-855.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | -1.5% | -0.6% | -1.2% |
| 30D | -15.7% | -6.0% | -9.7% | -12.3% |
| 3M | -8.0% | +21.4% | -29.3% | -20.2% |
| 6M | -10.1% | +12.1% | -22.2% | -18.6% |
| YTD | -5.9% | -1.8% | -4.0% | -8.5% |
| 1Y | -23.5% | +3.2% | -26.7% | -29.2% |
| 3Y | +174.4% | +45.9% | +128.4% | +85.6% |
| 5Y | +227.1% | +144.7% | +82.5% | +39.3% |
| 10Y | +342.5% | +1,222.4% | -879.9% | -3.4% |
| All | +342.5% | +1,198.0% | -855.5% | -3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling