+361.5%
RL vs LPLA
+1,060.6%
-699.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -0.7% |
| 7D | -4.2% | +4.1% | -8.3% | -5.5% |
| 30D | +4.3% | -9.0% | +13.3% | +7.2% |
| 3M | -4.6% | -17.6% | +13.0% | +1.3% |
| 6M | +1.7% | -8.8% | +10.6% | +3.7% |
| YTD | +7.3% | -17.0% | +24.4% | +11.9% |
| 1Y | +20.8% | -20.4% | +41.2% | +27.7% |
| 3Y | +247.0% | +35.4% | +211.5% | +194.4% |
| 5Y | +225.5% | +79.7% | +145.7% | +142.4% |
| 10Y | +363.0% | +915.0% | -551.9% | +108.5% |
| All | +361.5% | +1,060.6% | -699.1% | +81.5% |
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