+41.5%
RUN vs LPLA
+1,226.8%
-1,185.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.3% | -1.7% |
| 7D | -3.4% | -3.7% | +0.3% | -2.0% |
| 30D | -14.0% | -6.4% | -7.6% | -12.0% |
| 3M | -27.5% | +20.2% | -47.7% | -33.1% |
| 6M | -29.0% | +12.8% | -41.8% | -33.6% |
| YTD | -53.1% | -2.5% | -50.6% | -53.1% |
| 1Y | -46.7% | +1.9% | -48.7% | -47.7% |
| 3Y | -38.3% | +45.0% | -83.3% | -52.1% |
| 5Y | -80.7% | +146.6% | -227.3% | -89.1% |
| All | +41.5% | +1,226.8% | -1,185.3% | -55.1% |
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