+303.8%
TD vs LPLA
+1,251.7%
-947.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.1% |
| 7D | -0.5% | -1.5% | +1.0% | -0.1% |
| 30D | -1.9% | -6.0% | +4.1% | -0.1% |
| 3M | +4.8% | +24.0% | -19.3% | -2.0% |
| 6M | +28.0% | +17.0% | +11.0% | +21.2% |
| YTD | +30.3% | -0.7% | +31.0% | +28.8% |
| 1Y | +59.8% | +2.1% | +57.7% | +55.8% |
| 3Y | +124.7% | +48.7% | +76.0% | +85.8% |
| 5Y | +127.0% | +151.2% | -24.3% | +46.5% |
| All | +303.8% | +1,251.7% | -947.9% | +63.7% |
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