+144.7%
LPLA vs TW
+20.0%
+124.6%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +19.4% |
| 6M | +12.1% | -18.4% | +30.5% | +19.2% |
| YTD | -1.8% | -3.9% | +2.1% | -2.0% |
| 1Y | +3.2% | -13.3% | +16.5% | +7.0% |
| 3Y | +45.9% | +20.8% | +25.1% | +31.6% |
| 5Y | +144.7% | +20.3% | +124.4% | +121.5% |
| All | +144.7% | +20.0% | +124.6% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling