+124.3%
TDG vs LPLA
+147.5%
-23.2%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.7% |
| 7D | -1.9% | -1.5% | -0.3% | -1.4% |
| 30D | -7.7% | -6.0% | -1.7% | -6.1% |
| 3M | -9.3% | +24.0% | -33.4% | -14.9% |
| 6M | -9.4% | +17.0% | -26.4% | -13.9% |
| YTD | -14.3% | -0.7% | -13.6% | -15.2% |
| 1Y | -11.8% | +2.1% | -13.9% | -14.1% |
| 3Y | +52.0% | +48.7% | +3.3% | +26.0% |
| All | +124.3% | +147.5% | -23.2% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling