+300.9%
RIO vs LPLA
+1,311.2%
-1,010.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | 0.0% | -3.1% | +3.0% | +0.9% |
| 30D | +4.0% | -0.1% | +4.1% | +3.9% |
| 3M | +0.1% | +23.2% | -23.1% | -6.8% |
| 6M | +12.7% | +15.5% | -2.8% | +6.3% |
| YTD | +35.6% | +0.9% | +34.7% | +33.0% |
| 1Y | +73.7% | +0.2% | +73.5% | +69.5% |
| 3Y | +93.3% | +55.2% | +38.1% | +55.0% |
| 5Y | +92.4% | +145.4% | -53.0% | +24.4% |
| 10Y | +606.9% | +1,229.7% | -622.7% | +130.1% |
| All | +300.9% | +1,311.2% | -1,010.4% | +6.4% |
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