+220.7%
ROL vs LPLA
+758.1%
-537.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +3.0% | -0.9% | +3.9% | +3.1% |
| 30D | +19.8% | -9.5% | +29.3% | +21.4% |
| 3M | +7.9% | -21.9% | +29.8% | +11.6% |
| 6M | -25.6% | -2.6% | -23.0% | -25.8% |
| YTD | -34.1% | -17.8% | -16.3% | -32.9% |
| 1Y | -31.4% | -21.2% | -10.2% | -29.7% |
| 3Y | +4.7% | +30.6% | -26.0% | -4.0% |
| 5Y | +15.6% | +81.3% | -65.7% | -3.6% |
| All | +220.7% | +758.1% | -537.4% | +94.5% |
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