+752.9%
ROL vs LPLA
+1,311.2%
-558.4%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -1.4% | -3.1% | +1.6% | -0.9% |
| 30D | -4.1% | -0.1% | -4.0% | -4.1% |
| 3M | -22.5% | +23.2% | -45.7% | -25.5% |
| 6M | -37.7% | +15.5% | -53.2% | -39.5% |
| YTD | -39.6% | +0.9% | -40.5% | -40.2% |
| 1Y | -36.0% | +0.2% | -36.2% | -36.9% |
| 3Y | -5.1% | +55.2% | -60.4% | -16.0% |
| 5Y | -3.4% | +145.4% | -148.8% | -24.9% |
| 10Y | +215.2% | +1,229.7% | -1,014.4% | +56.2% |
| All | +752.9% | +1,311.2% | -558.4% | +242.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling