+131.4%
TD vs LPLA
+33.3%
+98.1%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.6% | +0.6% |
| 7D | -3.1% | -3.2% | +0.1% | -2.7% |
| 30D | +6.7% | -8.6% | +15.3% | +7.6% |
| 3M | +3.1% | -18.7% | +21.8% | +5.2% |
| 6M | +17.6% | +4.5% | +13.1% | +16.8% |
| YTD | +34.8% | -15.3% | +50.1% | +36.3% |
| 1Y | +55.6% | -19.9% | +75.5% | +58.1% |
| All | +131.4% | +33.3% | +98.1% | +125.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling