+818.5%
ROL vs LPLA
+1,111.7%
-293.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | +3.4% | +3.6% | -0.2% | +2.7% |
| 30D | +20.8% | -6.8% | +27.5% | +22.0% |
| 3M | +3.7% | -17.0% | +20.8% | +6.8% |
| 6M | -27.7% | +1.8% | -29.5% | -28.4% |
| YTD | -34.9% | -13.4% | -21.5% | -34.1% |
| 1Y | -33.3% | -17.5% | -15.8% | -31.9% |
| 3Y | +4.3% | +36.5% | -32.1% | -5.9% |
| 5Y | +15.0% | +92.6% | -77.7% | -6.6% |
| 10Y | +214.7% | +809.2% | -594.5% | +69.0% |
| All | +818.5% | +1,111.7% | -293.1% | +277.8% |
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