+324.6%
RL vs LPLA
+757.5%
-433.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.2% | +0.4% |
| 7D | +2.4% | -2.8% | +5.1% | +3.6% |
| 30D | +4.6% | -10.2% | +14.7% | +8.6% |
| 3M | -1.1% | -22.3% | +21.2% | +8.8% |
| 6M | +16.5% | -0.5% | +17.0% | +14.6% |
| YTD | +11.4% | -17.9% | +29.3% | +17.4% |
| 1Y | +16.1% | -22.0% | +38.1% | +24.9% |
| 3Y | +252.6% | +29.4% | +223.2% | +191.6% |
| 5Y | +244.9% | +81.2% | +163.7% | +132.2% |
| All | +324.6% | +757.5% | -433.0% | +77.0% |
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