+214.9%
T vs LPLA
+1,049.0%
-834.1%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | +0.1% |
| 7D | +1.6% | -2.8% | +4.4% | +2.0% |
| 30D | -2.9% | -10.2% | +7.2% | -1.7% |
| 3M | -7.5% | -22.3% | +14.8% | -4.4% |
| 6M | -9.9% | -0.5% | -9.4% | -10.4% |
| YTD | -6.4% | -17.9% | +11.4% | -4.9% |
| 1Y | -9.4% | -22.0% | +12.6% | -7.2% |
| 3Y | +64.9% | +29.4% | +35.4% | +52.4% |
| 5Y | +57.0% | +81.2% | -24.3% | +33.0% |
| 10Y | +60.8% | +773.4% | -712.6% | +3.4% |
| All | +214.9% | +1,049.0% | -834.1% | +84.2% |
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