+302.4%
ROIV vs LPLA
+215.5%
+86.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.8% | +2.0% |
| 7D | +9.5% | -3.2% | +12.6% | +10.1% |
| 30D | +21.0% | -8.6% | +29.6% | +22.5% |
| 3M | +18.7% | -18.7% | +37.4% | +22.5% |
| 6M | +44.5% | +4.5% | +40.0% | +41.4% |
| YTD | +92.9% | -15.3% | +108.2% | +96.4% |
| 1Y | +100.2% | -19.9% | +120.1% | +105.9% |
| 3Y | +375.0% | +33.4% | +341.6% | +330.5% |
| 5Y | +435.2% | +87.4% | +347.8% | +370.8% |
| All | +302.4% | +215.5% | +86.9% | +247.3% |
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