+337.7%
RMBS vs LPLA
+1,275.5%
-937.7%
-82.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -2.5% | +4.2% | +2.6% |
| 7D | +3.0% | -2.1% | +5.0% | +3.7% |
| 30D | -14.4% | -3.3% | -11.1% | -13.5% |
| 3M | -42.8% | +23.5% | -66.4% | -47.9% |
| 6M | -1.4% | +12.0% | -13.4% | -7.5% |
| YTD | -5.4% | -1.7% | -3.8% | -6.5% |
| 1Y | +18.6% | +3.2% | +15.4% | +14.6% |
| 3Y | +57.3% | +46.2% | +11.1% | +32.8% |
| 5Y | +265.7% | +144.9% | +120.8% | +145.3% |
| 10Y | +546.0% | +1,195.1% | -649.1% | +137.0% |
| All | +337.7% | +1,275.5% | -937.7% | +29.0% |
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 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