+325.4%
LPLA vs TW
+301.3%
+24.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.3% |
| 7D | -0.9% | +3.9% | -4.9% | -2.5% |
| 30D | -9.5% | +19.9% | -29.4% | -16.1% |
| 3M | -21.9% | +25.9% | -47.8% | -29.0% |
| 6M | -2.6% | +21.1% | -23.8% | -10.6% |
| YTD | -17.8% | +23.9% | -41.7% | -26.1% |
| 1Y | -21.2% | +21.2% | -42.4% | -28.5% |
| 3Y | +30.6% | +44.8% | -14.2% | +7.2% |
| 5Y | +81.3% | +41.4% | +39.9% | +47.6% |
| All | +325.4% | +301.3% | +24.0% | +122.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling