+96.7%
TFC vs LPLA
+50.5%
+46.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.5% | +0.4% | -1.4% |
| 7D | +2.2% | -2.1% | +4.3% | +2.9% |
| 30D | -2.5% | -3.3% | +0.9% | -1.5% |
| 3M | +4.5% | +23.5% | -19.0% | -2.2% |
| 6M | +11.0% | +12.0% | -1.0% | +6.5% |
| YTD | +5.9% | -1.7% | +7.6% | +5.3% |
| 1Y | +14.6% | +3.2% | +11.4% | +11.7% |
| 3Y | +96.7% | +46.2% | +50.5% | +78.1% |
| All | +96.7% | +50.5% | +46.3% | +78.1% |
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