+95.0%
ROST vs LPLA
+29.4%
+65.6%
-21.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.4% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | +0.5% | -9.5% | +10.0% | +1.8% |
| 3M | -5.2% | -21.9% | +16.6% | -1.9% |
| 6M | +9.8% | -2.6% | +12.5% | +9.7% |
| YTD | +29.4% | -17.8% | +47.2% | +31.9% |
| 1Y | +44.4% | -21.2% | +65.5% | +48.0% |
| 3Y | +95.0% | +30.6% | +64.4% | +85.9% |
| All | +95.0% | +29.4% | +65.6% | +85.9% |
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 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