+46.9%
LPLA vs TCOM
+8.5%
+38.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | +0.1% |
| 7D | -1.5% | -10.2% | +8.6% | -0.6% |
| 30D | -6.0% | -16.8% | +10.9% | -4.4% |
| 3M | +21.4% | -16.7% | +38.1% | +23.2% |
| 6M | +12.1% | -27.1% | +39.2% | +15.1% |
| YTD | -1.8% | -45.5% | +43.7% | +2.8% |
| 1Y | +3.2% | -45.9% | +49.1% | +8.1% |
| All | +46.9% | +8.5% | +38.4% | +51.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 3y: compounded portfolio wealth divided by compounded TCOM 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…
3y analysis · Full analysis span regression · 6 months rolling