+528.7%
ROP vs LPLA
+1,311.2%
-782.6%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -4.4% | -3.1% | -1.4% | -3.7% |
| 30D | +3.2% | -0.1% | +3.3% | +3.2% |
| 3M | +23.1% | +23.2% | -0.2% | +16.4% |
| 6M | +13.3% | +15.5% | -2.2% | +8.5% |
| YTD | -7.9% | +0.9% | -8.7% | -9.1% |
| 1Y | -22.1% | +0.2% | -22.2% | -23.4% |
| 3Y | -16.8% | +55.2% | -72.0% | -29.2% |
| 5Y | -13.5% | +145.4% | -159.0% | -38.4% |
| 10Y | +137.7% | +1,229.7% | -1,092.0% | -1.3% |
| All | +528.7% | +1,311.2% | -782.6% | +124.9% |
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