+222.3%
TROW vs LPLA
+1,275.5%
-1,053.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +0.6% |
| 7D | +0.4% | -2.1% | +2.5% | +1.1% |
| 30D | -4.0% | -3.3% | -0.7% | -3.0% |
| 3M | +5.0% | +23.5% | -18.5% | -3.1% |
| 6M | +24.3% | +12.0% | +12.3% | +18.1% |
| YTD | +9.8% | -1.7% | +11.4% | +8.8% |
| 1Y | +6.4% | +3.2% | +3.2% | +3.1% |
| 3Y | +15.8% | +46.2% | -30.4% | -3.9% |
| 5Y | -37.3% | +144.9% | -182.2% | -59.1% |
| 10Y | +130.6% | +1,195.1% | -1,064.4% | -20.5% |
| All | +222.3% | +1,275.5% | -1,053.2% | -7.6% |
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