+79.2%
LPLA vs TCOM
+40.6%
+38.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.9% | -1.8% | +0.8% | -0.7% |
| 30D | -9.5% | +12.1% | -21.6% | -11.0% |
| 3M | -21.9% | -3.2% | -18.7% | -21.6% |
| 6M | -2.6% | -16.6% | +14.0% | -0.3% |
| YTD | -17.8% | -39.4% | +21.6% | -12.3% |
| 1Y | -21.2% | -41.5% | +20.3% | -15.4% |
| 3Y | +30.6% | +24.4% | +6.3% | +20.0% |
| All | +79.2% | +40.6% | +38.6% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling