-89.8%
RIG vs LPLA
+1,049.8%
-1,139.5%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.1% | +4.1% | +4.1% |
| 7D | +5.7% | -0.9% | +6.7% | +6.1% |
| 30D | -0.7% | -9.5% | +8.8% | +2.3% |
| 3M | -3.1% | -21.9% | +18.7% | +7.4% |
| 6M | -16.3% | -2.6% | -13.7% | -18.7% |
| YTD | +34.1% | -17.8% | +51.9% | +40.2% |
| 1Y | +38.2% | -21.2% | +59.3% | +47.6% |
| 3Y | -15.3% | +30.6% | -45.9% | -34.9% |
| 5Y | +62.5% | +81.3% | -18.9% | -0.6% |
| 10Y | -46.6% | +773.9% | -820.5% | -83.7% |
| All | -89.8% | +1,049.8% | -1,139.5% | -97.4% |
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 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