+135.7%
ROP vs LPLA
+1,198.0%
-1,062.3%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.3% |
| 7D | -6.1% | -1.5% | -4.6% | -5.7% |
| 30D | -3.4% | -6.0% | +2.6% | -1.9% |
| 3M | +16.7% | +21.4% | -4.7% | +10.8% |
| 6M | +8.1% | +12.1% | -4.0% | +4.3% |
| YTD | -11.7% | -1.8% | -9.8% | -12.2% |
| 1Y | -24.2% | +3.2% | -27.4% | -26.0% |
| 3Y | -19.0% | +45.9% | -64.9% | -30.2% |
| 5Y | -15.9% | +144.7% | -160.5% | -41.5% |
| 10Y | +135.7% | +1,222.4% | -1,086.8% | -2.3% |
| All | +135.7% | +1,198.0% | -1,062.3% | -2.3% |
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