+97.2%
TFC vs LPLA
+1,198.0%
-1,100.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | -1.3% | -1.5% | +0.2% | -0.5% |
| 30D | -2.3% | -6.0% | +3.6% | +0.7% |
| 3M | +2.5% | +21.4% | -18.9% | -8.0% |
| 6M | +9.5% | +12.1% | -2.6% | +1.5% |
| YTD | +5.1% | -1.8% | +6.9% | +3.6% |
| 1Y | +15.5% | +3.2% | +12.3% | +9.7% |
| 3Y | +95.2% | +45.9% | +49.2% | +44.7% |
| 5Y | +14.5% | +144.7% | -130.2% | -41.1% |
| 10Y | +97.2% | +1,222.4% | -1,125.3% | -54.6% |
| All | +97.2% | +1,198.0% | -1,100.8% | -54.6% |
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 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