+75.7%
TFC vs LPLA
+758.1%
-682.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | +2.3% | -0.9% | +3.2% | +2.7% |
| 30D | +10.8% | -9.5% | +20.3% | +15.4% |
| 3M | -3.8% | -21.9% | +18.1% | +7.8% |
| 6M | +9.6% | -2.6% | +12.2% | +8.4% |
| YTD | +5.8% | -17.8% | +23.6% | +12.7% |
| 1Y | +16.2% | -21.2% | +37.3% | +26.3% |
| 3Y | +96.0% | +30.6% | +65.4% | +50.5% |
| 5Y | +1.7% | +81.3% | -79.6% | -39.6% |
| All | +75.7% | +758.1% | -682.4% | -53.0% |
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 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