+4.0%
ROL vs LPLA
+36.1%
-32.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -2.0% |
| 7D | +9.5% | +4.1% | +5.3% | +9.3% |
| 30D | +22.9% | -9.0% | +32.0% | +23.2% |
| 3M | +3.5% | -17.6% | +21.2% | +4.1% |
| 6M | -29.4% | -8.8% | -20.6% | -29.3% |
| YTD | -36.1% | -17.0% | -19.0% | -36.0% |
| 1Y | -34.4% | -20.4% | -13.9% | -34.3% |
| 3Y | +4.0% | +35.4% | -31.4% | +5.2% |
| All | +4.0% | +36.1% | -32.1% | +5.2% |
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