+329.2%
RL vs LPLA
+1,311.2%
-982.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -0.8% | -3.1% | +2.3% | +0.3% |
| 30D | -7.8% | -0.1% | -7.7% | -7.8% |
| 3M | -4.0% | +23.2% | -27.2% | -11.3% |
| 6M | -1.9% | +15.5% | -17.4% | -7.7% |
| YTD | -0.2% | +0.9% | -1.1% | -2.1% |
| 1Y | +10.7% | +0.2% | +10.5% | +8.1% |
| 3Y | +210.8% | +55.2% | +155.5% | +153.3% |
| 5Y | +238.2% | +145.4% | +92.8% | +126.9% |
| 10Y | +313.4% | +1,229.7% | -916.3% | +72.2% |
| All | +329.2% | +1,311.2% | -982.1% | +58.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling