+1,350.8%
LPLA vs TCOM
+77.3%
+1,273.5%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -3.1% | -9.5% | +6.5% | -1.1% |
| 30D | -0.1% | -10.7% | +10.6% | +2.1% |
| 3M | +23.2% | -14.6% | +37.9% | +26.7% |
| 6M | +15.5% | -19.3% | +34.9% | +20.1% |
| YTD | +0.9% | -42.9% | +43.8% | +11.7% |
| 1Y | +0.2% | -43.8% | +44.0% | +11.1% |
| 3Y | +55.2% | +2.1% | +53.1% | +45.9% |
| 5Y | +145.4% | +31.2% | +114.2% | +104.3% |
| 10Y | +1,229.7% | -13.9% | +1,243.6% | +1,033.7% |
| All | +1,350.8% | +77.3% | +1,273.5% | +999.4% |
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 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