+68.4%
T vs LPLA
+1,198.0%
-1,129.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.6% | -1.7% |
| 7D | -3.1% | -1.5% | -1.5% | -2.8% |
| 30D | +4.6% | -6.0% | +10.5% | +5.6% |
| 3M | +12.2% | +21.4% | -9.1% | +8.6% |
| 6M | -6.5% | +12.1% | -18.5% | -8.7% |
| YTD | +4.9% | -1.8% | +6.7% | +4.3% |
| 1Y | -10.5% | +3.2% | -13.7% | -12.1% |
| 3Y | +104.6% | +45.9% | +58.6% | +83.8% |
| 5Y | +64.2% | +144.7% | -80.4% | +26.5% |
| 10Y | +68.4% | +1,222.4% | -1,154.0% | -2.5% |
| All | +68.4% | +1,198.0% | -1,129.5% | -2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 10y: compounded portfolio wealth divided by compounded LPLA 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…
10y analysis · Full analysis span regression · 6 months rolling