-38.2%
TROW vs LPLA
+142.4%
-180.6%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -3.0% | -3.7% | +0.7% | -2.0% |
| 30D | -5.5% | -6.4% | +0.9% | -3.7% |
| 3M | +2.3% | +20.2% | -17.9% | -3.6% |
| 6M | +23.9% | +12.8% | +11.1% | +18.6% |
| YTD | +7.9% | -2.5% | +10.4% | +7.5% |
| 1Y | +6.1% | +1.9% | +4.2% | +3.8% |
| 3Y | +13.8% | +45.0% | -31.1% | -1.4% |
| 5Y | -38.2% | +146.6% | -184.8% | -63.1% |
| All | -38.2% | +142.4% | -180.6% | -63.1% |
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 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