+526.8%
TD vs LPLA
+1,049.8%
-522.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.1% | -0.9% | +2.0% | +1.3% |
| 30D | +5.2% | -9.5% | +14.7% | +7.4% |
| 3M | +1.2% | -21.9% | +23.1% | +7.2% |
| 6M | +17.7% | -2.6% | +20.4% | +17.3% |
| YTD | +34.2% | -17.8% | +52.0% | +38.7% |
| 1Y | +55.4% | -21.2% | +76.6% | +62.2% |
| 3Y | +130.4% | +30.6% | +99.8% | +101.6% |
| 5Y | +101.8% | +81.3% | +20.5% | +54.8% |
| 10Y | +301.9% | +773.9% | -472.1% | +99.9% |
| All | +526.8% | +1,049.8% | -522.9% | +162.0% |
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