+341.2%
ROK vs LPLA
+1,226.8%
-885.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -0.8% |
| 7D | -1.6% | -3.7% | +2.0% | -0.2% |
| 30D | -5.4% | -6.4% | +0.9% | -3.0% |
| 3M | -4.0% | +20.2% | -24.1% | -11.2% |
| 6M | +13.3% | +12.8% | +0.5% | +6.7% |
| YTD | +9.3% | -2.5% | +11.8% | +8.6% |
| 1Y | +25.8% | +1.9% | +23.9% | +22.0% |
| 3Y | +49.1% | +45.0% | +4.1% | +21.0% |
| 5Y | +45.9% | +146.6% | -100.8% | -12.6% |
| All | +341.2% | +1,226.8% | -885.6% | +37.5% |
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