+355.6%
RMD vs LPLA
+758.1%
-402.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +2.1% | -0.9% | +3.0% | +2.2% |
| 30D | +2.1% | -9.5% | +11.6% | +3.7% |
| 3M | +6.2% | -21.9% | +28.1% | +10.9% |
| 6M | +19.4% | -2.6% | +22.0% | +19.1% |
| YTD | +0.5% | -17.8% | +18.3% | +3.3% |
| 1Y | -3.9% | -21.2% | +17.2% | -0.6% |
| 3Y | +72.5% | +30.6% | +41.9% | +57.1% |
| 5Y | -1.5% | +81.3% | -82.9% | -18.9% |
| All | +355.6% | +758.1% | -402.5% | +190.5% |
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 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