+1,311.5%
LPLA vs TKO
+1,962.5%
-651.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.3% |
| 7D | -1.5% | +0.7% | -2.2% | -1.8% |
| 30D | -6.0% | +0.9% | -6.9% | -6.3% |
| 3M | +21.4% | -6.2% | +27.5% | +22.2% |
| 6M | +12.1% | -5.6% | +17.7% | +12.5% |
| YTD | -1.8% | -7.8% | +6.0% | -1.3% |
| 1Y | +3.2% | -1.2% | +4.4% | +2.0% |
| 3Y | +45.9% | +106.5% | -60.6% | +20.7% |
| 5Y | +144.7% | +310.4% | -165.7% | +71.9% |
| 10Y | +1,222.4% | +987.5% | +234.9% | +647.0% |
| All | +1,311.5% | +1,962.5% | -651.1% | +483.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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