+1,145.6%
LPLA vs TXT
+321.0%
+824.6%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.2% |
| 7D | +3.6% | -1.1% | +4.7% | +4.2% |
| 30D | -6.8% | +17.1% | -23.8% | -14.1% |
| 3M | -17.0% | -2.6% | -14.4% | -16.2% |
| 6M | +1.8% | -4.6% | +6.4% | +2.9% |
| YTD | -13.4% | -0.3% | -13.0% | -15.3% |
| 1Y | -17.5% | +5.9% | -23.4% | -21.9% |
| 3Y | +36.5% | +14.4% | +22.1% | +20.8% |
| 5Y | +92.6% | +15.9% | +76.8% | +67.6% |
| 10Y | +809.2% | +99.6% | +709.6% | +470.3% |
| All | +1,145.6% | +321.0% | +824.6% | +488.9% |
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