+90.3%
RIO vs LPLA
+80.3%
+10.0%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.8% |
| 30D | -9.1% | -9.5% | +0.4% | -7.7% |
| 3M | -13.7% | -21.9% | +8.2% | -10.1% |
| 6M | -24.3% | -2.6% | -21.7% | -24.6% |
| YTD | +8.9% | -17.8% | +26.7% | +11.6% |
| 1Y | +22.7% | -21.2% | +43.8% | +26.7% |
| 3Y | +51.2% | +30.6% | +20.5% | +34.0% |
| All | +90.3% | +80.3% | +10.0% | +46.4% |
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 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