+312.1%
ROST vs LPLA
+1,251.7%
-939.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.9% | +0.5% | +1.6% |
| 7D | +0.2% | -1.5% | +1.8% | +0.8% |
| 30D | -6.9% | -6.0% | -0.9% | -4.8% |
| 3M | -3.3% | +24.0% | -27.4% | -11.1% |
| 6M | +9.0% | +17.0% | -7.9% | +1.9% |
| YTD | +28.9% | -0.7% | +29.5% | +27.0% |
| 1Y | +54.0% | +2.1% | +51.9% | +49.0% |
| 3Y | +100.7% | +48.7% | +52.0% | +58.4% |
| 5Y | +116.0% | +151.2% | -35.2% | +26.0% |
| All | +312.1% | +1,251.7% | -939.6% | +44.7% |
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