+404.6%
LPLA vs TW
+209.8%
+194.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.5% |
| 7D | -3.7% | -2.7% | -0.9% | -2.6% |
| 30D | -6.4% | -1.7% | -4.6% | -5.7% |
| 3M | +20.2% | +1.6% | +18.6% | +18.7% |
| 6M | +12.8% | -17.7% | +30.5% | +21.0% |
| YTD | -2.5% | -4.3% | +1.8% | -2.5% |
| 1Y | +1.9% | -13.1% | +15.1% | +6.1% |
| 3Y | +45.0% | +20.3% | +24.7% | +27.9% |
| 5Y | +146.6% | +22.0% | +124.7% | +111.4% |
| All | +404.6% | +209.8% | +194.7% | +193.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 10y: compounded portfolio wealth divided by compounded TW 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…
10y analysis · Full analysis span regression · 6 months rolling