+1,350.8%
LPLA vs TXT
+283.3%
+1,067.4%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | -3.1% | -4.8% | +1.7% | -0.7% |
| 30D | -0.1% | -10.6% | +10.5% | +5.6% |
| 3M | +23.2% | -13.2% | +36.4% | +31.1% |
| 6M | +15.5% | -20.3% | +35.9% | +27.7% |
| YTD | +0.9% | -9.3% | +10.1% | +3.7% |
| 1Y | +0.2% | -2.7% | +2.9% | -1.0% |
| 3Y | +55.2% | +1.4% | +53.8% | +46.3% |
| 5Y | +145.4% | +9.6% | +135.9% | +120.0% |
| 10Y | +1,229.7% | +94.9% | +1,134.8% | +755.6% |
| All | +1,350.8% | +283.3% | +1,067.4% | +621.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling