+67.4%
RIG vs LPLA
+80.3%
-13.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +5.7% | -0.9% | +6.7% | +6.0% |
| 30D | -0.7% | -9.5% | +8.8% | +1.8% |
| 3M | -3.1% | -21.9% | +18.7% | +5.5% |
| 6M | -16.3% | -2.6% | -13.7% | -18.2% |
| YTD | +34.1% | -17.8% | +51.9% | +40.0% |
| 1Y | +38.2% | -21.2% | +59.3% | +47.1% |
| 3Y | -15.3% | +30.6% | -45.9% | -32.9% |
| All | +67.4% | +80.3% | -13.0% | +12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling