+584.5%
RIO vs LPLA
+1,251.7%
-667.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | 0.0% |
| 7D | -3.2% | -1.5% | -1.7% | -2.8% |
| 30D | +0.9% | -6.0% | +6.9% | +2.8% |
| 3M | -1.4% | +24.0% | -25.5% | -8.2% |
| 6M | +10.9% | +17.0% | -6.1% | +4.5% |
| YTD | +31.2% | -0.7% | +31.9% | +29.5% |
| 1Y | +67.9% | +2.1% | +65.8% | +63.3% |
| 3Y | +88.8% | +48.7% | +40.1% | +53.8% |
| 5Y | +93.1% | +151.2% | -58.1% | +21.8% |
| All | +584.5% | +1,251.7% | -667.2% | +136.3% |
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