+310.1%
RL vs LPLA
+1,194.2%
-884.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.4% | -0.1% |
| 7D | +1.9% | -2.1% | +4.0% | +2.8% |
| 30D | -12.2% | -3.3% | -8.9% | -11.0% |
| 3M | -6.6% | +23.5% | -30.2% | -15.1% |
| 6M | +3.2% | +12.0% | -8.9% | -2.8% |
| YTD | -1.3% | -1.7% | +0.4% | -2.6% |
| 1Y | +13.6% | +3.2% | +10.4% | +8.8% |
| 3Y | +210.9% | +46.2% | +164.7% | +147.7% |
| 5Y | +246.9% | +144.9% | +102.0% | +106.9% |
| 10Y | +310.1% | +1,195.1% | -885.0% | +41.7% |
| All | +310.1% | +1,194.2% | -884.1% | +41.7% |
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