+1,599.5%
ROST vs LPLA
+1,311.2%
+288.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | +0.9% | -3.1% | +4.0% | +1.9% |
| 30D | -8.9% | -0.1% | -8.8% | -8.9% |
| 3M | -0.8% | +23.2% | -24.0% | -7.2% |
| 6M | +8.5% | +15.5% | -7.1% | +3.1% |
| YTD | +28.6% | +0.9% | +27.7% | +26.5% |
| 1Y | +52.3% | +0.2% | +52.2% | +49.2% |
| 3Y | +94.8% | +55.2% | +39.6% | +60.2% |
| 5Y | +110.8% | +145.4% | -34.7% | +43.4% |
| 10Y | +304.5% | +1,229.7% | -925.1% | +78.3% |
| All | +1,599.5% | +1,311.2% | +288.3% | +587.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling