+96.7%
TFC vs LPLA
+37.6%
+59.1%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +1.0% |
| 7D | +0.3% | +2.3% | -2.0% | -0.3% |
| 30D | +9.2% | -7.7% | +16.8% | +11.2% |
| 3M | -2.9% | -15.7% | +12.8% | +1.4% |
| 6M | +3.5% | +0.8% | +2.7% | +2.1% |
| YTD | +5.4% | -14.2% | +19.7% | +8.4% |
| 1Y | +17.3% | -17.9% | +35.2% | +22.2% |
| 3Y | +96.7% | +36.1% | +60.6% | +86.0% |
| All | +96.7% | +37.6% | +59.1% | +86.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling