-0.4%
ROL vs LPLA
+44.8%
-45.2%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -3.3% | -1.5% | -1.7% | -3.2% |
| 30D | -7.2% | -6.0% | -1.3% | -7.0% |
| 3M | -27.0% | +21.4% | -48.3% | -27.6% |
| 6M | -39.5% | +12.1% | -51.6% | -39.9% |
| YTD | -41.8% | -1.8% | -40.0% | -42.0% |
| 1Y | -38.9% | +3.2% | -42.1% | -39.3% |
| All | -0.4% | +44.8% | -45.2% | -2.0% |
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 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