+345.8%
RIO vs LPLA
+758.1%
-412.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -9.1% | -9.5% | +0.4% | -6.9% |
| 3M | -13.7% | -21.9% | +8.2% | -7.7% |
| 6M | -24.3% | -2.6% | -21.7% | -24.9% |
| YTD | +8.9% | -17.8% | +26.7% | +12.9% |
| 1Y | +22.7% | -21.2% | +43.8% | +28.8% |
| 3Y | +51.2% | +30.6% | +20.5% | +26.3% |
| 5Y | +88.1% | +81.3% | +6.8% | +31.4% |
| All | +345.8% | +758.1% | -412.2% | +67.6% |
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