+30.9%
ROK vs LPLA
+81.8%
-50.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | +0.4% |
| 7D | +6.1% | -2.8% | +8.8% | +6.9% |
| 30D | -6.5% | -10.2% | +3.7% | -4.1% |
| 3M | -10.2% | -22.3% | +12.1% | -4.1% |
| 6M | -10.6% | -0.5% | -10.2% | -11.6% |
| YTD | +4.9% | -17.9% | +22.8% | +9.2% |
| 1Y | +3.8% | -22.0% | +25.9% | +9.8% |
| 3Y | +63.5% | +29.4% | +34.1% | +46.3% |
| 5Y | +30.9% | +81.2% | -50.3% | +4.0% |
| All | +30.9% | +81.8% | -50.8% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling