+788.4%
LPLA vs TRU
+238.0%
+550.4%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.9% | +5.6% | +2.0% |
| 7D | -3.1% | -6.8% | +3.7% | -0.5% |
| 30D | -0.1% | 0.0% | -0.1% | -0.4% |
| 3M | +23.2% | +13.3% | +9.9% | +16.1% |
| 6M | +15.5% | +3.4% | +12.1% | +12.0% |
| YTD | +0.9% | -6.4% | +7.3% | +0.8% |
| 1Y | +0.2% | -9.7% | +9.9% | +0.9% |
| 3Y | +55.2% | +0.1% | +55.1% | +40.8% |
| 5Y | +145.4% | -34.0% | +179.5% | +171.9% |
| 10Y | +1,229.7% | +147.9% | +1,081.8% | +705.5% |
| All | +788.4% | +238.0% | +550.4% | +379.3% |
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