+337.3%
ROIV vs LPLA
+36.1%
+301.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.8% | +8.0% | +6.4% |
| 7D | +5.3% | +4.1% | +1.2% | +4.9% |
| 30D | +11.9% | -9.0% | +20.9% | +12.9% |
| 3M | +10.7% | -17.6% | +28.3% | +12.9% |
| 6M | +34.9% | -8.8% | +43.7% | +35.3% |
| YTD | +79.2% | -17.0% | +96.2% | +82.3% |
| 1Y | +89.0% | -20.4% | +109.4% | +93.3% |
| 3Y | +337.3% | +35.4% | +301.9% | +343.5% |
| All | +337.3% | +36.1% | +301.3% | +343.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling