+96.0%
ROST vs LPLA
+44.8%
+51.2%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | -1.5% | -0.7% | -2.0% |
| 30D | -11.4% | -6.0% | -5.5% | -10.6% |
| 3M | -1.6% | +21.4% | -23.0% | -4.8% |
| 6M | +6.8% | +12.1% | -5.3% | +4.5% |
| YTD | +25.8% | -1.8% | +27.7% | +25.1% |
| 1Y | +52.4% | +3.2% | +49.2% | +50.0% |
| All | +96.0% | +44.8% | +51.2% | +82.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling