+144.9%
LPLA vs TXT
+12.6%
+132.3%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.8% |
| 7D | -2.1% | -0.2% | -1.9% | -2.0% |
| 30D | -3.3% | -11.1% | +7.7% | +2.2% |
| 3M | +23.5% | -13.0% | +36.5% | +31.0% |
| 6M | +12.0% | -16.2% | +28.2% | +20.5% |
| YTD | -1.7% | -8.7% | +7.0% | +0.1% |
| 1Y | +3.2% | -3.8% | +7.0% | +1.7% |
| 3Y | +46.2% | +5.5% | +40.7% | +29.8% |
| 5Y | +144.9% | +12.3% | +132.6% | +103.0% |
| All | +144.9% | +12.6% | +132.3% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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