+4.4%
RDW vs LPLA
+200.7%
-196.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.9% |
| 7D | +4.8% | -3.7% | +8.5% | +6.7% |
| 30D | -19.5% | -6.4% | -13.2% | -16.9% |
| 3M | -26.9% | +20.2% | -47.1% | -34.5% |
| 6M | +17.8% | +12.8% | +4.9% | +6.3% |
| YTD | +43.0% | -2.5% | +45.5% | +42.9% |
| 1Y | +32.1% | +1.9% | +30.1% | +28.2% |
| 3Y | +250.6% | +45.0% | +205.7% | +190.2% |
| 5Y | -6.6% | +146.6% | -153.2% | -37.7% |
| All | +4.4% | +200.7% | -196.3% | -35.8% |
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