+1,082.0%
LPLA vs TCOM
+88.3%
+993.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -0.9% | -1.8% | +0.8% | -0.6% |
| 30D | -9.5% | +12.1% | -21.6% | -11.5% |
| 3M | -21.9% | -3.2% | -18.7% | -21.4% |
| 6M | -2.6% | -16.6% | +14.0% | +0.6% |
| YTD | -17.8% | -39.4% | +21.6% | -10.1% |
| 1Y | -21.2% | -41.5% | +20.3% | -13.2% |
| 3Y | +30.6% | +24.4% | +6.3% | +17.9% |
| 5Y | +81.3% | +41.6% | +39.8% | +48.9% |
| 10Y | +773.9% | +6.5% | +767.4% | +620.8% |
| All | +1,082.0% | +88.3% | +993.6% | +784.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling