+336.8%
ROIV vs LPLA
+29.4%
+307.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.2% | -1.2% |
| 7D | +1.7% | -0.9% | +2.6% | +1.8% |
| 30D | +17.6% | -9.5% | +27.1% | +18.8% |
| 3M | +9.0% | -21.9% | +30.8% | +12.1% |
| 6M | +35.3% | -2.6% | +37.9% | +34.1% |
| YTD | +82.2% | -17.8% | +100.0% | +85.7% |
| 1Y | +92.3% | -21.2% | +113.4% | +97.0% |
| 3Y | +336.8% | +30.6% | +306.2% | +337.7% |
| All | +336.8% | +29.4% | +307.4% | +337.7% |
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