+120.7%
ROST vs LPLA
+88.0%
+32.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.5% |
| 7D | -1.8% | -3.2% | +1.3% | -1.1% |
| 30D | +6.8% | -8.6% | +15.5% | +8.7% |
| 3M | -4.0% | -18.7% | +14.7% | +0.3% |
| 6M | +12.9% | +4.5% | +8.3% | +10.7% |
| YTD | +34.7% | -15.3% | +50.1% | +38.0% |
| 1Y | +49.5% | -19.9% | +69.4% | +55.1% |
| 3Y | +101.5% | +33.4% | +68.1% | +75.0% |
| 5Y | +120.7% | +87.4% | +33.3% | +52.6% |
| All | +120.7% | +88.0% | +32.7% | +52.6% |
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 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