+249.3%
RL vs LPLA
+29.4%
+220.0%
-36.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +2.6% | -0.9% | +3.5% | +2.9% |
| 30D | +2.9% | -9.5% | +12.4% | +5.4% |
| 3M | 0.0% | -21.9% | +21.9% | +6.5% |
| 6M | +17.1% | -2.6% | +19.7% | +16.8% |
| YTD | +10.1% | -17.8% | +27.9% | +14.3% |
| 1Y | +17.3% | -21.2% | +38.5% | +23.2% |
| 3Y | +249.3% | +30.6% | +218.7% | +246.9% |
| All | +249.3% | +29.4% | +220.0% | +246.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling