-24.7%
TGT vs LPLA
+144.0%
-168.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.0% | -3.2% |
| 7D | -3.6% | -1.5% | -2.0% | -3.3% |
| 30D | +4.4% | -6.0% | +10.4% | +5.7% |
| 3M | +25.4% | +21.4% | +4.0% | +19.9% |
| 6M | +33.4% | +12.1% | +21.3% | +29.5% |
| YTD | +65.6% | -1.8% | +67.4% | +65.2% |
| 1Y | +80.3% | +3.2% | +77.1% | +77.2% |
| 3Y | +42.1% | +45.9% | -3.8% | +25.6% |
| All | -24.7% | +144.0% | -168.8% | -45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling