-17.4%
RMBS vs LPLA
-16.5%
-0.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +4.6% | -10.6% | -6.6% |
| 7D | -8.9% | +15.7% | -24.6% | -11.1% |
| 30D | -24.8% | -6.2% | -18.7% | -23.9% |
| 3M | -17.6% | -12.0% | -5.6% | -15.3% |
| 6M | -25.7% | -2.7% | -22.9% | -26.1% |
| YTD | -9.8% | -12.5% | +2.8% | -5.0% |
| 1Y | -17.4% | -16.5% | -0.8% | -7.0% |
| All | -17.4% | -16.5% | -0.9% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling