+355.9%
RL vs LPLA
+824.7%
-468.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.0% | -0.7% | -0.1% |
| 7D | +1.3% | +3.6% | -2.3% | 0.0% |
| 30D | +7.6% | -6.8% | +14.4% | +10.1% |
| 3M | -1.5% | -17.0% | +15.5% | +5.4% |
| 6M | +12.1% | +1.8% | +10.2% | +9.3% |
| YTD | +13.9% | -13.4% | +27.3% | +17.4% |
| 1Y | +20.7% | -17.5% | +38.2% | +26.8% |
| 3Y | +260.6% | +36.5% | +224.1% | +191.6% |
| 5Y | +248.9% | +92.6% | +156.2% | +128.7% |
| 10Y | +355.9% | +809.2% | -453.3% | +82.4% |
| All | +355.9% | +824.7% | -468.8% | +82.4% |
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