+203.6%
TGT vs LPLA
+1,251.7%
-1,048.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.8% | -0.3% |
| 7D | -5.2% | -1.5% | -3.7% | -4.9% |
| 30D | +1.2% | -6.0% | +7.2% | +2.5% |
| 3M | +18.4% | +24.0% | -5.7% | +12.6% |
| 6M | +33.4% | +17.0% | +16.5% | +28.2% |
| YTD | +63.8% | -0.7% | +64.5% | +62.7% |
| 1Y | +77.2% | +2.1% | +75.0% | +74.3% |
| 3Y | +41.8% | +48.7% | -6.9% | +25.1% |
| 5Y | -25.5% | +151.2% | -176.8% | -43.0% |
| All | +203.6% | +1,251.7% | -1,048.1% | +62.1% |
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 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