-25.7%
RKT vs LPLA
+344.0%
-369.6%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.7% |
| 7D | -1.0% | -1.5% | +0.6% | -0.8% |
| 30D | -2.4% | -6.0% | +3.6% | -1.9% |
| 3M | +1.9% | +21.4% | -19.5% | +0.1% |
| 6M | -13.9% | +12.1% | -25.9% | -14.8% |
| YTD | -30.6% | -1.8% | -28.8% | -30.6% |
| 1Y | -34.4% | +3.2% | -37.6% | -34.5% |
| 3Y | +38.2% | +45.9% | -7.8% | +32.6% |
| 5Y | -9.7% | +144.7% | -154.3% | -24.4% |
| All | -25.7% | +344.0% | -369.6% | -45.4% |
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 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