+124.8%
TROW vs LPLA
+1,251.7%
-1,126.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.0% | -1.9% |
| 7D | -3.2% | -1.5% | -1.6% | -2.7% |
| 30D | -4.6% | -6.0% | +1.4% | -2.5% |
| 3M | -0.7% | +24.0% | -24.7% | -8.8% |
| 6M | +22.2% | +17.0% | +5.2% | +14.0% |
| YTD | +6.6% | -0.7% | +7.3% | +5.2% |
| 1Y | +5.8% | +2.1% | +3.7% | +2.7% |
| 3Y | +11.6% | +48.7% | -37.1% | -9.0% |
| 5Y | -38.9% | +151.2% | -190.2% | -62.2% |
| All | +124.8% | +1,251.7% | -1,126.9% | -27.8% |
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