+41.7%
TGT vs LPLA
+43.8%
-2.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.5% | -1.0% |
| 7D | -5.0% | -3.7% | -1.4% | -4.5% |
| 30D | +3.0% | -6.4% | +9.4% | +4.0% |
| 3M | +22.6% | +20.2% | +2.4% | +19.1% |
| 6M | +31.2% | +12.8% | +18.4% | +28.6% |
| YTD | +63.7% | -2.5% | +66.2% | +64.0% |
| 1Y | +78.5% | +1.9% | +76.5% | +77.2% |
| All | +41.7% | +43.8% | -2.1% | +35.2% |
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