+205.1%
ROL vs LPLA
+1,226.8%
-1,021.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | -3.2% | -3.7% | +0.4% | -2.7% |
| 30D | -6.6% | -6.4% | -0.2% | -5.7% |
| 3M | -27.3% | +20.2% | -47.5% | -29.4% |
| 6M | -38.1% | +12.8% | -50.9% | -39.5% |
| YTD | -41.8% | -2.5% | -39.3% | -42.0% |
| 1Y | -37.8% | +1.9% | -39.7% | -38.7% |
| 3Y | -0.3% | +45.0% | -45.3% | -9.3% |
| 5Y | -5.1% | +146.6% | -151.7% | -24.5% |
| All | +205.1% | +1,226.8% | -1,021.7% | +79.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling