+534.0%
RMBS vs LPLA
+758.1%
-224.1%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.3% |
| 7D | +10.3% | -0.9% | +11.3% | +10.7% |
| 30D | -10.7% | -9.5% | -1.2% | -7.9% |
| 3M | -17.2% | -21.9% | +4.6% | -9.7% |
| 6M | -39.0% | -2.6% | -36.4% | -40.2% |
| YTD | -10.5% | -17.8% | +7.3% | -6.2% |
| 1Y | -11.0% | -21.2% | +10.2% | -4.8% |
| 3Y | +31.3% | +30.6% | +0.7% | +12.1% |
| 5Y | +242.8% | +81.3% | +161.4% | +142.1% |
| All | +534.0% | +758.1% | -224.1% | +164.1% |
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