+537.0%
TDG vs LPLA
+1,251.7%
-714.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.4% |
| 7D | -1.9% | -1.5% | -0.3% | -1.2% |
| 30D | -7.7% | -6.0% | -1.7% | -5.3% |
| 3M | -9.3% | +24.0% | -33.4% | -17.8% |
| 6M | -9.4% | +17.0% | -26.4% | -16.5% |
| YTD | -14.3% | -0.7% | -13.6% | -16.1% |
| 1Y | -11.8% | +2.1% | -13.9% | -15.7% |
| 3Y | +52.0% | +48.7% | +3.3% | +15.3% |
| 5Y | +128.8% | +151.2% | -22.4% | +23.3% |
| All | +537.0% | +1,251.7% | -714.7% | +107.3% |
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 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