+209.5%
T vs LPLA
+1,099.8%
-890.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.4% | -2.6% | +0.3% |
| 7D | +1.7% | +2.3% | -0.6% | +1.3% |
| 30D | -1.7% | -7.7% | +6.0% | -0.8% |
| 3M | -7.3% | -15.7% | +8.4% | -5.4% |
| 6M | -11.2% | +0.8% | -12.0% | -11.8% |
| YTD | -8.1% | -14.2% | +6.2% | -7.1% |
| 1Y | -8.0% | -17.9% | +9.9% | -6.5% |
| 3Y | +62.1% | +36.1% | +26.1% | +48.8% |
| 5Y | +55.7% | +90.3% | -34.6% | +31.0% |
| 10Y | +54.1% | +841.0% | -786.8% | -1.8% |
| All | +209.5% | +1,099.8% | -890.3% | +80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling