+2.3%
ROP vs LPLA
+92.2%
-89.9%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.5% |
| 7D | +0.2% | +3.6% | -3.5% | -0.3% |
| 30D | +30.3% | -6.8% | +37.1% | +31.2% |
| 3M | +17.8% | -17.0% | +34.8% | +20.5% |
| 6M | +38.9% | +1.8% | +37.1% | +37.8% |
| YTD | +7.6% | -13.4% | +21.0% | +8.7% |
| 1Y | +6.5% | -17.5% | +24.0% | +8.3% |
| 3Y | -6.3% | +36.5% | -42.7% | -12.4% |
| All | +2.3% | +92.2% | -89.9% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling