-21.2%
LPLA vs TW
+21.1%
-42.2%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.1% |
| 7D | -0.9% | +3.9% | -4.9% | -1.9% |
| 30D | -9.5% | +19.9% | -29.4% | -13.4% |
| 3M | -21.9% | +25.9% | -47.8% | -26.1% |
| 6M | -2.6% | +21.1% | -23.8% | -9.2% |
| YTD | -17.8% | +23.9% | -41.7% | -21.4% |
| 1Y | -21.2% | +21.2% | -42.4% | -24.3% |
| All | -21.2% | +21.1% | -42.2% | -24.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling