+623.8%
LPLA vs TRU
+243.6%
+380.2%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | -9.5% | +21.3% | -30.8% | -16.3% |
| 3M | -21.9% | +0.2% | -22.1% | -22.5% |
| 6M | -2.6% | +22.4% | -25.0% | -11.8% |
| YTD | -17.8% | -4.8% | -13.0% | -18.8% |
| 1Y | -21.2% | -0.2% | -21.0% | -23.8% |
| 3Y | +30.6% | +57.9% | -27.3% | -2.4% |
| 5Y | +81.3% | -26.1% | +107.5% | +88.3% |
| 10Y | +773.9% | +184.8% | +589.1% | +398.0% |
| All | +623.8% | +243.6% | +380.2% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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