+283.9%
RTX vs LPLA
+1,198.0%
-914.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.5% | -0.6% |
| 7D | -1.6% | -1.5% | -0.1% | -1.1% |
| 30D | -11.6% | -6.0% | -5.6% | -9.6% |
| 3M | +9.2% | +21.4% | -12.2% | +1.5% |
| 6M | -4.4% | +12.1% | -16.5% | -9.3% |
| YTD | +8.9% | -1.8% | +10.7% | +7.6% |
| 1Y | +32.1% | +3.2% | +28.9% | +27.2% |
| 3Y | +151.2% | +45.9% | +105.3% | +101.7% |
| 5Y | +162.9% | +144.7% | +18.3% | +55.5% |
| 10Y | +283.9% | +1,222.4% | -938.5% | +29.0% |
| All | +283.9% | +1,198.0% | -914.1% | +29.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling