+264.2%
TFC vs LPLA
+1,099.8%
-835.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.4% | -1.5% | +0.4% |
| 7D | +0.3% | +2.3% | -2.0% | -0.7% |
| 30D | +9.2% | -7.7% | +16.8% | +12.2% |
| 3M | -2.9% | -15.7% | +12.8% | +3.7% |
| 6M | +3.5% | +0.8% | +2.7% | +1.0% |
| YTD | +5.4% | -14.2% | +19.7% | +9.6% |
| 1Y | +17.3% | -17.9% | +35.2% | +24.2% |
| 3Y | +96.7% | +36.1% | +60.6% | +56.0% |
| 5Y | -1.1% | +90.3% | -91.4% | -35.6% |
| 10Y | +84.7% | +841.0% | -756.2% | -39.2% |
| All | +264.2% | +1,099.8% | -835.6% | -7.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling