+1,302.0%
LPLA vs TDY
+1,388.6%
-86.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | -3.7% | -1.9% | -1.8% | -2.5% |
| 30D | -6.4% | -12.5% | +6.1% | +1.9% |
| 3M | +20.2% | -0.8% | +21.0% | +20.0% |
| 6M | +12.8% | -9.0% | +21.8% | +18.2% |
| YTD | -2.5% | +16.8% | -19.3% | -14.0% |
| 1Y | +1.9% | +9.5% | -7.5% | -6.5% |
| 3Y | +45.0% | +45.4% | -0.4% | +8.4% |
| 5Y | +146.6% | +37.8% | +108.8% | +86.7% |
| 10Y | +1,213.6% | +470.2% | +743.4% | +310.5% |
| All | +1,302.0% | +1,388.6% | -86.6% | +194.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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