-29.7%
RIG vs LPLA
+44.8%
-74.5%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.8% |
| 7D | -8.2% | -1.5% | -6.7% | -7.7% |
| 30D | -0.2% | -6.0% | +5.8% | +1.9% |
| 3M | -2.7% | +21.4% | -24.1% | -10.1% |
| 6M | -7.5% | +12.1% | -19.5% | -12.7% |
| YTD | +38.3% | -1.8% | +40.1% | +37.6% |
| 1Y | +81.8% | +3.2% | +78.6% | +75.1% |
| All | -29.7% | +44.8% | -74.5% | -41.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling