+108.2%
ROST vs LPLA
+145.5%
-37.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -2.2% | -1.5% | -0.7% | -1.9% |
| 30D | -11.4% | -6.0% | -5.5% | -10.1% |
| 3M | -1.6% | +21.4% | -23.0% | -6.3% |
| 6M | +6.8% | +12.1% | -5.3% | +3.3% |
| YTD | +25.8% | -1.8% | +27.7% | +25.1% |
| 1Y | +52.4% | +3.2% | +49.2% | +48.9% |
| 3Y | +94.4% | +45.9% | +48.4% | +67.0% |
| 5Y | +108.2% | +144.7% | -36.4% | +33.2% |
| All | +108.2% | +145.5% | -37.3% | +33.2% |
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