-42.2%
RIG vs LPLA
+1,251.7%
-1,293.9%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.9% | -3.6% | -2.9% |
| 7D | -3.1% | -1.5% | -1.5% | -2.2% |
| 30D | -0.5% | -6.0% | +5.5% | +3.1% |
| 3M | -6.0% | +24.0% | -30.0% | -19.2% |
| 6M | -10.1% | +17.0% | -27.1% | -21.3% |
| YTD | +37.3% | -0.7% | +38.0% | +32.2% |
| 1Y | +73.9% | +2.1% | +71.8% | +61.7% |
| 3Y | -30.2% | +48.7% | -78.9% | -52.4% |
| 5Y | +62.5% | +151.2% | -88.8% | -29.8% |
| All | -42.2% | +1,251.7% | -1,293.9% | -88.6% |
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