+46.9%
LPLA vs TW
+20.8%
+26.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.5% | -0.5% | -1.0% | -1.4% |
| 30D | -6.0% | -0.6% | -5.4% | -5.8% |
| 3M | +21.4% | +3.4% | +18.0% | +19.6% |
| 6M | +12.1% | -18.4% | +30.5% | +18.1% |
| YTD | -1.8% | -3.9% | +2.1% | -2.0% |
| 1Y | +3.2% | -13.3% | +16.5% | +6.6% |
| All | +46.9% | +20.8% | +26.1% | +36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling